As everyone has said, this is completely normal, although you never quite expect how long the babies can go for!
I found it helped to thinking of these marathon sessions as my DD putting her order in as it were - she's letting your breasts know how much milk to make. For me, it was also better once I gave in to it, rather than saying "she can't still be hungry...", easier to cope with.
Using a dummy can interfere with that, as not all the message gets to your breasts if she's sucking elsewhere. (same as with a bottle), so it's not generally recommended in the early days, until your supply is better established.
Plenty sucking = plenty milk!
Lanolin is your friend, although if you're getting raw, you might want to get someone to look at the latch, for your own protection!
Congratulations on your little squishy one, and keep asking for advice here if you feel the need - there are loads of really knowledgable MNers around.