Create a little cocoon for baby, especially when you're out and about - swaddle them up nice and snug, with a hat on their head and their pram/stroller providing a bit of a shield. It mimics the feeling of being in the womb and really helps them feel secure and settled. Also, if they're cluster feeding or just want to be near you all the time, have a baby carrier so you can keep them close and free up your hands for other things. Skin-to-skin contact is so important too - it regulates their body temperature and heart rate, and gives them that extra comfort.
Newborns are so inquisitive; they'll study your face intently and love being spoken to in a soft, calm voice. Sing to them too! It doesn't have to be perfect pitch - they just love hearing your voice, and it's such a sweet way to bond. Make sure you take lots of photos and videos because they grow up so fast; those first few weeks are a blur, and it's special to look back on that precious time.
Remember: their needs are simple. They just want to be held, fed and loved - and you're doing a great job already!