Do you believe in letting babies cry?

Hope

I’ve had people and the pediatrician tell me if a baby cry a lot “just let him cry.” I just don’t feel right doing that because he is innocent and didn’t ask to be brought into the world. I pick him up as soon as he cry. I just feel bad by letting him cry for a minute or two like people have told me to do.

Edit: My newborn is 14 days old.