I don't know what to do

My 3week old baby girl keep waking up out of a deep sleep crying and scream or she just crying and scream out of nowhere it seems like she is in pain but I took her to the doctors and he said it's a bad dream buy sometime she won't be sleep. I'll change her give her a bottle nothing helps but giving her my boobs and holding her close to my chest and rubbing her head. I'm making her another appointment but has anyone else experience/experiencing the same thing? If so what should I do? First time mom I'm like super scared. Sorry for the way I look. Only getting 2 to 4 hours of sleep