I have 2 DDs. The first one always slept on me, I demand fed and if she napped at all in her moses basket/cot, it was a miracle. She started napping properly at around 4-5 months, sleeping through at 6. She was then pretty much in a typical baby routine (feed in morning, short nap, feed, longer nap, feed, bath, feed, bed). With DD2 I thought right, going to have to be more organised so will start that routine from day 1. Of course that wasn't possible as babies are all different, but things I did do that made life easier was to establish nap and bedtimes early (this was easy as DD1 had a fixed bedtime so we just slotted DD2 into the same routine) and I didn't feed her till she was asleep but put her to bed at bedtime after feed but when just dozy. Despite all that, she also didn't sleep through till 6 months, but has always been much easier to settle at nap and bed times.
You do what you do to get through ultimately. I had two different approaches but with pretty much the same outcome. Both DDs are happy, contented children.
At 5 weeks, I really don't believe you can 'make a rod for your own back'. And even if you did, you can always change it later. No bad habit is totally undo-able.
Re: dummy. DD2 is a thumb sucker but she probably didn't find her thumb till she was a couple of months old. I tried a dummy but she became a crazed addict within hours, crying every time it fell out of her mouth so I banished it. I also took her to a cranial osteopath as she seemed to be suffering from wind (whatever it was, it was causing her to wake up crying every blinking hour). That seemed to help, or it may just have been a phase she would have passed through anyway.
Everyone stumbles through the first weeks/months ... you're doing a fantastic job x