What do i do about my newborn?

ok so my newborn is 11 days old and all she wants to do is sleep in mommys arms and have mommys nipple in her mouth when she sleepand always wants to be held to sleep. the last two days ive had the darndest time getting her to sleep out of my arms. i know its like normal and everything but if i don't break her from it now i wont be able to later on. and i tryed a pacifier but the stupid thing has to big of a nipple that it gags my baby when she sucks on it. I'm trying to get a soother but non are around my town so i have to order. What should i do she doesn't like the bouncer and the swing isn't put together and she doesn't really like being swaddled..