“Eat, play, sleep”

I’ve been reading about a lot of people saying they follow this routine. I’m wondering if my baby is too little to have it yet. He is 3 weeks 2 days old. When he wakes up he cries and we feed him. When he’s done he will look around for a little bit and enjoys being outside but as far as “playing” he doesn’t want any part of being put down. He essentially cries until we get him back to sleep. It’s a horrible cry that breaks my heart and nothing calms him. I’m struggling not knowing why he’s so upset. I am crying a lot again because I hate to see him so upset.