Very stressed😫

I am a first time mum and i have been finding life very difficult the now with my 3 week old son. My health visitor said if a baby cries it means he wants something, his bum changed, to be fed or just want a cuddle for comfort. I do all of this and my son still whinges. He won't let me put him down, it's very stressful and he stays up for hours through night, i really need some advice???