First of all congratulations!
Secondly yes this bit is really tough and tiring, but so so normal. Baby doesn’t know he’s not a part of you yet, so while big wide world is bright and scary and loud, when he’s close to you he feels safe and secure.
It does get better as they get older! If you google the 4th trimester it will explain a lot of what’s going on.
Can you and your husband takes shifts? So one of you sleeps while the other has the baby. That was the only way I survived in the early days.
In regards to breastfeeding, feeding all the time is very normal. He’s getting your supply started, so cluster feeding (where they seemingly never stop!) is the usual in the beginning. I expressed from the start so Dd could have a bottle (and I could sleep!). We never had any problem with nipple confusion.
Things to look out for to make sure he’s getting enough - plenty of wet nappies, alert when awake, his soft spot isn’t sunken and he’s gaining weight.
Day 5 is peak baby blues time and it’s really, really hard. Try and look after yourself as much as possible - lots of food and water, and keep an eye on it. If it starts getting worse or doesn’t get better speak to your midwife who can help.
It does get better and reasonably quickly, but you really are in the trenches the first few weeks. I found by 6 weeks Dd and I had got ourselves sorted, knew each other a bit better and everything wasn’t such a struggle.