Hi OP, I am a first time mummy too (DS is 18 weeks now), and I so know what you mean about the shock of your baby not wanting to be put down AT ALL! I assumed that newborns just ate and slept, and that when they slept they would sleep anywhere- so wrong!
I second the tip about using a hot water bottle in the moses basket to help them feel cosy, and if we had a night where DS wasn't settling whatsoever then I would bring him into bed with me so I could get some sleep. Not a fan of co-sleeping to be honest, nothing against it in principle, but DS sleeps like a dream and I end up squished in the middle of DS and DP and going numb on one side! Came to a head the other night when we brought DS into bed (rare thing these days, had a cold so was feeling sorry for himself and waking up lots in the night) and he immediately fellasleep spread out like a starfish and took up most of the bed leaving me with no space- was promptly (and gently) moved back to own cot and me and DP have agreed we just can't do that anymore! Hats off to anyone who has managed to co-sleep for a year or more!
Don't think about routine just yet, but I did start a bedtime routine from 6/7 weeks and it's worked well- DS is bathed, fed and goes down well in his cot (was moses basket at first) by 7pm and sleeps the whole evening, giving me and DP some time together and just to rest. I am a routine-type of person, but I try not to be too strict as to where DS sleeps during the day, which I think is good as he can sleep in cot, pram or car seat, but still prefers to be close to me- he's currently napping on a pillow next to me on the sofa! No sign of sleeping through the night just yet even with routine, but generally he only wakes once and then goes straight back to sleep after a feed, which we're cutting down on. I find Gina Ford a bit too restrictive for my liking, but I do agree with her principles of bedtime routine, feed times and that a young baby will most likely need to sleep after being awake for 2 hours a useful guide. DS is on the way to sleeping through the night with the help of this rough routine, and I don't think he's naturally an easy baby sleep-wise. I think I will go mad from broken sleep if he doesn't sleep through the night by a year old- the tiredness has just been starting to get to me and DP the last month or so, so the thought of another 4 or more months of waking in the night does not appeal!
Good luck OP and enjoy your baby- I wish even now that i'd chilled and snuggled more with DS during the first few weeks!