Okay where to start?
First of all, it's dangerous to leave a baby that small to cry alone.
I can't believe your midwife told you to leave him to cry.
Crying it out is damaging in itself, babies cry for all sorts of good reasons and if you don't respond, they learn that no one comes.
This is really, really bad for them. If he went off in ten minutes I doubt much harm was done but the thing is he will probably cry for way longer next time.
Even controlled crying, where you go and check on them every few minutes while they cry, is thought dangerous for babies under a year old - so not recommended. Crying it out is widely considered barbaric and terrible.
Please ignore your midwife, she is bonkers.
you sound quite young - stick around, we can help you with this stuff 
Please, please don't leave him to cry. He could be ill, or choke, or be sick and that's dangerous if you're not there.
Babies do not normally sleep as well as yours does by one month old!!! I would expect much less sleep than you are getting at this stage. Please don't expect to have undisturbed nights, you might get one occasionally but the est of the time there will be feeding, and teething, and tummy aches and all that stuff to sort out. It's what babies do! 
Follow your instincts on this one and don't do it again.