When should I start letting my baby self-soothe? Am I spoiling him?

I have a 4 month old and feel that at this current stage, when he cries, my husband and I respond to him promptly. Ive read that around the 6 month mark he will start to cry more for attention rather than need, so we intended to start letting him sooth himself more. I was with the belief that responding quickly early on builds confidence later on. I've been told I baby him too much.. that I shouldn't be parenting like I am. I feel rather sad about this. How have other mothers coped with their babies needs and wants? Thank you

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