Always wanting to be held!

My little one is driving me a little crazy. Over the last week or two weeks, she cries and gets fussy when we put her down. It's just during the day. At night, she's okay sleeping in her bassinet. She was premature, but her due date was November 16. So, developmentally she's 5/6 weeks old. So, I think we are hitting our first 'wonder week.' Is anyone else dealing with the same thing? Are you always holding? Or, do you let them cry for a little while? Everyone says she's going to get spoiled.