Immune System

Brigette
I had my son 8 weeks early at 32 weeks. I'm a first time mom so it's only natural I want to keep him in a bubble even more so since he's a preemie. He's completely healthy, but I come from a big family and everyone wants to meet and hold him! 
I am terrified! When do babies have an immune system?
How do I tell them I'm not comfortable with them meeting him yet?