My little guy was born 1/26 and he does the same thing when I put him down. They just want to be held. Just snuggle her and she'll calm down

Thanks.... I was thinking I was doing something wrong

It's normal when they are that little. If your arms need a break try swaddling her in the shirt you've been wearing all day so she'll be surrounded by your smell and feel safe in the tight swaddle. If that doesn't work try stripping her to her diaper and lay next to her without your shirt so she can feel your skin. That helped my son when he was tiny.