We started at about 2-3 weeks. At first very loosely. So sometime about 30 mins after a feed at 6 pm, we would do a nice massage in a dim room, take DS for a warm bath for a few minutes, then come back to the room all wrapped up- get changed, read the same story every night, big breastfeed and then down for the night. For us the key was that from then on, no matter how many times he fed (and during growth spurts, he was often up an hour later and feeding every hour in the early days), he was always fed in the bedroom in the dark, and all nappy changes were in dim lighting.
So my first goal was for him to be able to distinguish day from night- so we kept the blinds down and the room dark from 7 pm to 7 am. It was an utter pain because I was often stuck in the bedroom for long stretches, but it eventually worked out because by Week 6, the day/night difference was sorted.
By Week 10 He was sleeping for a much longer stretch after that 7 pm feed, and had 'got' the idea of bedtime. And even when he woke for a feed, so say 12, 3 and 5, would go back to sleep immediately. My next goal, was for him to know that the various parts of the night routine was part of a sleep routine, so he wouldn't fuss about it, and going to sleep wouldn't be a battle.
If it helps, DS is now 3.5. We have the SAME night routine- but with a few tweaks- he has milk in a cup while I read a story, then we go for a bath, keep everything in dim lighting. Back to the room for a snuggle, and then he is left to sleep. And I do not lift the blinds or entertain any chatter till 7 am. Maybe I was lucky, and it is his temperament, but he has never fussed about his actual bedtime/night routine. It's been a hard slog, but there was a thread here a while ago, about what you would do differently with sleep for baby no 2, and many many many posters felt that establishing a night routine (i.e teaching them that after these steps/cues it is time to sleep), was the most important.