I've been there at 3 a.m. with both of my girls
When my baby was three weeks old, I sat on the bathroom floor and cried right along with her. I'd fed her. I'd burped her. I'd changed her. I'd checked every box from every baby book I owned, and she was still screaming. If that's where you are tonight, I want you to know two things: you are not failing, and this is the single most-Googled question new parents ask. You are in very, very good company.
The checklist I wish someone had handed me
Babies cry for a handful of repeatable reasons. I run this list in order every single time, because the obvious stuff is almost always the answer. Hungry, even if she just ate (growth spurts are real). Dirty or wet diaper. Too hot or too cold (more on this in a sec). Overtired — which is a beast and looks the opposite of what you'd expect. Overstimulated. Gas or a burp stuck halfway up. Or, the one nobody warns you about: she just needs to be held against your skin and ride it out with you.
The temperature thing nobody tells you
The American Academy of Pediatrics is pretty direct about this one: overheating is a real safe-sleep risk and a really common reason a baby fights sleep and cries through the night. The rule I follow is one layer more than what I'm comfortable in. That's it. No heavy fleece sleepers in a 72-degree nursery. A breathable organic cotton swaddle or sleep sack does the work without trapping heat, which is exactly why we built the Snugababe the way we did.
The 5 S's, in plain English
Dr. Harvey Karp's five S's are the closest thing we have to a magic trick: Swaddle, Side or stomach position (only while you are holding her, never for sleep), Shush loudly, Swing or sway, and let her Suck on something safe. I lean on swaddle plus shush plus sway and it ends about 80 percent of the meltdowns in my house.
When crying is not just crying
Per the AAP, call your pediatrician if your baby has a fever (any fever under 3 months is an emergency), if the cry sounds different than usual, if she's inconsolable for more than two hours, if she's not wetting diapers, or if your gut says something is off. Your gut is data. Use it.
What I want you to remember
You don't have to nail this on the first try. I have two girls, ran every soothing trick that exists, and I still sometimes just stand in the dark and rock and wait. That's parenting. The crying ends. The night ends. You're doing the work.