The advice I was given (and seems to follow everyone else's) was up until 12 weeks you do whatever the baby wants. The first 3 months is also called the fourth trimester for this reason. After that you can start to impose some structure.

By 3 months DD naturally started sleeping 5 hours between 7 and midnight and then having two feeds between midnight and 7am. I then just tried to bath her at 6pm each night and feed her around 6:30 and then into bed at 7pm. We still do the same thing.

HTH