Hi Benne81. My advice re: feeding would be to continue to feed on demand. However, this doesnt mean that you can't start other routines - like Rita, we started a bedtime routing with my DD when she was 6-8 weeks old and have stuck to a very similar routine ever since. She is now 18 months old.
From 6-8 weeks our bedtime routine was 5/5.30pm feed, 6pm bath, get ready for bed, 6.30pm feed, 7pm bed. A little later that changed to feed, massage, bath, get ready for bed, story, bed. We have tweaked it a little here and there to meet my DD's changing needs but it is essentially much the same. We chose a daily bath and we still do it now, but some people don't like to bathe their babies as much...its really up to you waht you want your routine to be - and as Rita says, when you want to start one. If your happy the way things are and aren't overly fussed about routines then don't worry.
Like your DS, at 4 weeks there seemed to be no routine to my DD's feeds at all. Some days she fed hourly, other days there were longer gaps. Feeding patterns change all the time - just when you think that you are getting into the sming of things they change again! This stressed me out to start with (was she getting enough? was it normal? etc!) but I soon learned that most patterns are just variations of normal. You will find, though, that your DS will have longer awake/alert periods and won't just sleep in between feeds.
My biggest advice would be, no matter what routine you chose, continue to feed on demand, don't try and space out feeds or time them. You will find that your DS will slip into a feeding routine in time as he gets older. After a few months my DD fed every 2 -2.5 hours and continued to do this until she was well over 6 months and well established on solids. I found that the only way to encourage longer gaps in feeds during the night was to make sure my DD was feeding lots in the daytime.
Hope this helps - like you I didn't really have anyone in RL who had breastfed beyond a couple of weeks, so I undertstand how worrying/unknown it all is!