Welcome to YorkieTalk Joe.
Congratulations on your new pup. What is his name? Everyone loves pictures, so post some when you can.
At the top of each forum are "sticky" posts with great information. Start here:
http://www.yorkietalk.com/forums/gen...w-parents.html
The first few days in a new home can be a challenge for some pups. My first boy, Max, wanted to be held a lot. He didn't suffer any negative effects from being indulged. Like you, I put my bed on the floor and slept with my hand hanging into his xpen.
I would recommend setting up a schedule, a routine, for your pup's daily activities. This will have a calming, comforting effect on your pup.
At 4 months, he is old enough to be working on potty training and basic obedience and trick training.
Feel free to ask as many questions as you have. Enjoy your pup!