It makes sense to have a crib or cradle in your bedroom at first, since it will minimize the distance you have to walk to handle nighttime feedings.
You can try moving the baby into the nursery for naps right from the beginning, to try to minimize any trauma or anxiety by moving him or her into a strange room with new smells and sights when their a little older.
Sit with your baby in a rocker or glider and rock them to sleep at first, then move your baby into their crib.
Later, you can put your baby in the crib and if they are fussy or can’t get to sleep, try sitting near the crib for a few nights until they fall asleep. Then move the chair further away for another week or so.
Finally, position the chair near the door, so the baby gets used to falling asleep without being right next to you.
It will be hard in the beginning, but if you’re consistent, eventually, you’ll get your baby to the point where they can fall asleep in their own room.
Start to establish a nighttime routine, so your baby knows what to expect. A nice, warm bath, followed by changing into soft clean pajamas is a good start.
Even a very young baby can be read to at bedtime. You can also sing to them and just talk to them. The sound of your voice is what matters so your baby feels safe and secure enough to fall asleep.
By starting these simple routines early, hopefully you’ll avoid trouble later on trying to move the baby into their nursery and getting them to sleep at a normal time.