Hi K. -
I did the same thing with my son. When he was a newborn, I would intentionally let him sleep on me or in a sling. IMO, I think the close contact is great for both Mom and baby. They need this! If your daughter is anything like my son, he slept pretty much the first few months of his life...so I felt I couldn't get close or be with him unless I held him while he slept. Of course I did not do it all the time or the entire time he was sleeping, but I did it a lot! But, I also did not have another little one to care for. I say for now, enjoy the cuddling, if you can.
That being said, I know it is important for little ones to learn to self soothe, put themselves to sleep and develop a routine. In all the sleep books I have read, most are pretty consistent in saying 8 weeks is the earliest that you can try ti get your child to begin learning to put themselves to sleep and start developing a schedule. But, they may not master this skill or the schedule for a few months...depending on the baby. Some books I loved to help soothe to sleep were "Happiest Babay on the Block" by Harvey Krap, "Healthy Sleep Habits, Happy Child", Marc Weissbluth and "No Cry Sleep Solution", ELizabeth Pantley and and overall good one was "Baby Whisperer", Tracy Hogg. It was TRacy Hogg's method that helped me get my son on a nap schedule and able to put himself to sleep...I couldn't let him Cry it Out.
Give it some time. I think as she gets older she will learn to soothe herself.
GOod luck and congrats on the new addition to your family~!