I'm going to disagree with everyone else here. I don't think 9 weeks is too young at all.  My son was 7wks old when I taught him to self settle.  I found it far easier at that young age than it was teaching my DD to self settle when she was 10mths old plus it was important for him to be able to self settle because he was becoming harder to settle in my arms and I ended up with an unsupervised preschooler for a large part of the day.

I prefer gentle methods at teaching a child to self settle, firstly introduce a routine (which at this age would just be Feed, Play, Sleep) ensuring he's in a clean and dry nappy and winded and watch for tired signs, provide sleep cues (even at 7wks old I would read him a story first, swaddle him, say prayers and sing a lullaby as I put him in his cot) then as needed I would shush him/pat him/rock the cradle until he was drifting off.  Each day the shushing etc was needed less and less until I could just pop him down during his lullaby and leave the room so that by the time he was 8 wks old he was self settling.

I don't like letting children cry so on occasions when he wouldn't self settle I'd do whatever was needed to help him sleep.

Having said all of that I believe that it is important that you do whatever you feel happiest doing.  You don't get a do-over and they grow so fast so make sure you enjoy as much of the baby moments as you can.  If cuddling or feeding your baby to sleep is what you want to do then you should do it and don't let anybody tell you that it's not the right thing to do or that you're creating 'negative sleep associations' IMO there is nothing more positive or heart warming than cuddling/rocking/feeding your baby to sleep.  Make the most of these gorgeous quiet moments with your first child because it's harder to do so when you have subsequent children without neglecting the older one/s.