All new parents are concerned about whether they are doing all the right things for their new baby, whether it is the first baby or not. But try to remember that no two babies are alike. Some parents have babies that rarely cry about anything or only to be fed. Other babies seem to cry all the time.
Do not compare babies and do not compare yourself to your friends. Remember that you are dealing with an entirely different little human being than they are. Plus, you might have one baby that was good as gold and your next may be the crier from H ...
Many people try to give well-meaning advice, but try to keep their advice in perspective, taking from it what is helpful and ignoring the rest. If you have any real concern about your baby, check with your pediatrician. Most pediatrician's offices have someone on call 24/7 so that you can actually speak to someone even in the middle of the night, if you have a real concern about your baby's health.
Most of all ... learn to relax and enjoy your new baby. They grow up entirely too fast!