For the entire beginning of their lives, babies are accustomed to one environment: the womb. It can be very jarring to come into a new world with so much new stimuli, and it can cause a feeling of insecurity in baby. The best way to help baby sleep more soundly, make the transition, and feel safe is to mimic some of the feelings of the womb.
Characteristics of The Womb
So what does the womb have that your house doesn't? Let's think about the environment baby is familiar with:
Lots of white noise - he's used to a very loud environment, what with the outside noises mixing with the sounds of the body's machinery
Cramped quarters - he's used to existing in a very small space, where everything is close together
Feeling supported - he's used to being touched and supported on the sides and bottom of the womb, which creates a sense of comfort from being touched