The problem is people mean different things when they talk about 'sleep training.'
We paid for a 'sleep trainer' at 4 months out of desperation: she was pretty old school but v clear her methods wouldn't work for a baby that age, and that she wouldn't recommend anything other than a strict routine of naps and feeds and playtime till six months. In the end she was the one who told us our sleep problems were too extreme to be anything other than medical, and helped us get evidence that got allergies and reflux diagnosed.
I don't know anyone who 'trained' before 9 months where it did anything, except v short term, and where they didn't say they regretted it.
I think the main thing you can do at that age is get in the way of sleep - so, if its too bright, if you haven't put them down at the right moment so they get over-tired and miss a sleep window, etc etc. Good sleep hygiene and a routine that works for you and your baby is the closest I'd come. I know loads of people who swear the white noise worked/ the controlled crying worked/etc etc. In reality, some babies sleep, some babies wake more, and once your'e doing some fairly basic things you've nothing to worry about.
Leaving them to cry does nothing but get them worked up/teach them nobody will come. They're not doing it to manipulate you - I've a 2 1/2 year old and I still don't think she's capable of manipulation: sometimes she doesn't want to be on her own at night but its very genuine.
I found a lot of the gentle sleep books reassuring. 4 months is a good time to start a bedtime routine and sleep cues. Anything beyond that, I'd wait at least another 6 months for it to have any real effect.