With my first baby, we were advised to start a bedtime routine by my health visitor, mainly because we were on our knees with exhaustion and frustration as overtired new parents!
It worked like a dream. We bathed, fed, settled in a nice cosy room (quiet, dimmed lights etc) at about 7:30pm and then 3 hours later went to bed ourselves. A dream feed about 10:30-11pm helped keep him sleepy and relaxed, so sleeping much better at night from that point on.
We really noticed the difference and have been forever grateful since for such good advice!
I think the most important part was to associate dim lights and quietness after a bath, with bed time.
Before that, we'd been feeding in front of the tv with noise and lights on, too much stimulation and not helping baby to differentiate between day and night.
I don't remember it being an issue, I suppose we had a baby monitor to keep an ear out, and during the day even though he slept downstairs we weren't ALWAYS in the same room all of that time. Sometimes the pram would be in the lounge while I went to the kitchen to sort laundry or make dinner etc, and often it would seem a long time before I returned again (if he was peacefully sleeping).
Someone once queried if the SIDS risk applies to the day as much as night time, and I'm not really sure. I'd be interested to know if there's a difference between day and night, and if so, why!
Having said all that, with my second child, we don't get to sleep him upstairs as he has severe reflux and can't lie down for ages after each feed. So although he is over 6 weeks now, it's impossible to start a routine as he always sleeps downstairs (with one of us camping on the sofa bed near his carry cot). That way we can push him round to get him off to sleep, and that would be impossible of we tried to settle him upstairs.
But the thought crossed my mind re SIDS, and so I'm interested in what other thoughts other people may share with you!