Ignore anyone who claims their baby is 'sleeping through/slept through' at four weeks - they are probably lying and the amount your baby sleeps in no way correlates to how good a parent you are. Especially ignore anyone who says 'Is s/he yet ?'
In fact, this goes for a range of milestones - they will develop at their own pace. MIL still maintains that her DD1 RAN at six months and that her DD2 started talking in full ten word sentances at 18 months.
Babies don't progress at linear rate - i.e. sleeping improves from 6 weeks onwards - they often regress, even at 5, 6, 7 months. It does pass.
If a breastfed baby suddenly feeds and feeds for 24 hours, you probably haven't run out of milk. They are probably having a growth spurt and it will settle down in a day or so as they build up your supply - go with it. It really, reall helps to see someone breastfeeding before you do it. If you can, go to local BF/LLL group and ask one of the Mums if you can watch her latch her baby on - I wouldn't have minded being asked this with DD. Failing that, look up a video on the internet. Shows much better the big wide gape and proper latch you're looking for.
Try to limit number of visitors straight after birth. You will be knackered and they can make their own tea/wash up/let you have the comfy seat. It's ok not to want anyone to hold your new baby and you are not selfish if you say no or ask for your baby back.
Oh yeah, everything made me cry after I'd had a baby! Can't watch violent films anymore either, not that I watched many before - even people being punched.