I wouldn't force it, some babies just don't do the paci. Not sure what you mean by her acting like she wants the pacifier, because most babies will act like they want to suck on just about anything you put in or near their mouth, it's just an urge they have. She may have a sensitive gag reflex. Or there might be more going on, considering you say she is pretty fussy in general. Does she gag on other things (bottle, breast, her hand), or just the paci? Is the paci maybe too big for her tiny mouth? The only paci my son would take was the Mam brand, with a flatter nipple. Maybe check those out if you haven't already. Otherwise, just mention it to her doctor at the next well baby visit or sooner if you are worried about it. If the doc knows about it, they can rule out other medical causes and ease your anxiety about it.
One other recommedation is to read "Happiest Baby on the Block" by Dr. Harvey Karp (or I think there is a DVD you can watch too). He has some great, proven effective soothing techniques that you can use. Lots of moms use his tips, myself included, and they are golden.
Good luck, and congrats on the new little one :)