All pretty normal I'm afraid. Best thing I ever did for myself and my LO was accept the fact that she needed a lot of help and closeness to get to sleep (and to stay asleep) and go with it. Look into safe cosleeping, as the others have suggested, it will make your life so much easier. It's really quite common for tiny babies to not want to be in their own space and as close as possible to their mothers. They just lived inside of you for 9 months, it doesn't get much closer than that.

Things are new and scary for newborns.
My LO also never took a soother, some babies are terribly unimpressed with the attempt to fake the real thing (I didn't know this until my LO was born, I thought all babies would happily take one!).
I'd say try to make the most of it - get some magazines, books, movies, whatever you want, all set up. Find a comfy chair and put a bunch of snacks and lots of water beside it. Let your LO nurse to sleep and let her sleep on you (and definitely don't worry about winding - I never did with my LO). Do you have a nursing pillow? I found that made things much more comfortable and easier for me being able to be hands-free, and occasionally I could lift the pillow off with her still sleeping on it so I could get up for a bit.
It will get easier soon, everything else can wait. Try to enjoy the cuddles and the opportunity to just... sit and be. If I could go back the one thing I would change would be to worry less about making dinner or cleaning up and just relax while I had the chance. You won't get much quiet sitting done by this time next year.

Meeting the needs of a newborn can be a 24/7 job, don't be afraid to ask for help if you have people around that could help you (I used to ask my mom to come over just to hold her for a half an hour while I showered or took the dogs for a walk, or to help me with dishes) and my husband knew that making dinner was his responsibility at least for a little while until things got more predictable.