What to do before sleep training?

Amanda
So I know your not supposed to really try to sleep train before your baby is 3-4 months because they aren't ready before then (can't self soothe, day night confusion, need to eat more frequently, etc) but my question is what do you do before then?  Is it okay to rock and comfort baby to sleep, have them sleep in swings/on chest/in arms, and other "bad" sleep habits?  Should I be trying to have my son fall asleep on his own by putting him to bed drowsy and try to avoid rocking,  etc to sleep?
I don't know why but this sleep thing has me more stressed out then anything!  I'm worried that I will screw his sleep up forever if I don't do it right!  
My son is 9 weeks right now. 

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