When we brought my "baby" home almost 10 years ago, I didn't sleep for a week!
He cried EVERY night no matter what I did, no matter where I put him. He had calmed by Week 2, but he had a stuffed baby he slept with every night, we had a night light and a radio on low (he was gated in the kitchen).
So those are things that may help you.
He was SO cute and SO sweet though, I didn't care! He still is ...
Congratulations and GOOD LUCK!