This is one of those topics where the parenting internet is sharply divided. On one side: "Never let your baby cry, always rock them to sleep, they're only small once." On the other: "Put them down awake, self-settling is essential, you're creating rod for your own back." Both positions contain truth, and both contain exaggeration.
Here's what the research actually says. Sadeh et al. (2010) reviewed parenting behaviors and infant sleep across multiple studies and found that parental involvement at sleep onset — specifically, babies who needed a parent's help to fall asleep — was consistently associated with more night wakings and shorter consolidated sleep stretches. Mindell et al. (2006) found similar results: babies who fell asleep independently had fewer signaled night wakings. If you're dealing with a baby who only sleeps when held, these findings are especially relevant.
But — and this is important — "associated with" is not the same as "causes." Babies with difficult temperaments are both harder to put down drowsy and more likely to wake at night. The direction of causation isn't always clear. What is clear is that falling asleep independently is a skill, and like all skills, some babies develop it earlier than others.