Like the other ladies have said don't worry about what your bub 'should' be doing. Just remember only 3 weeks ago he was snuggled beautifully inside you, being fed 24/7 and cuddled 24/7. He never knew anything but your warmth, voice and nourishment from your body. Now in the outside world he naturally wants and needs that still. Human babies are born underdeveloped. Most animals give birth to what we would think is a toddler. Our babies are more like kangaroo and koala babies. They are born and then snuggle into a pouch, feeding until they are big and strong enough to live outside the pouch (but they still pop back in for security sometimes!) We don't have a pouch but we do have loving arms! So wanting to be held is completely normal and by no means a bad habit.
Do what your gut tells you and don't let anyone tell you that holding your baby is wrong. Good luck!