Hi - This past Sunday we brought home a 10 week old girl. The first night we took turns letting her sleep on our stomach on the couch just to welcome her to our home. The next night we tried to tough it out w/ her in a pen, with a small crate inside the pen. She likes it inside the crate but went crazy once she woke up. We let her cry and after and hour (!) she went back to sleep.
Then I did some reading and we moved her crate into our room last night and followed the advice on this website:
Puppy's First Night Home: How to Stop Your Puppy from Crying and Get Him to Sleep
It worked great! She woke a few times but after telling her it was okay and we love her she stopped crying.