Personally I would just advise you to stop listening to anyone who tells you babies must self soothe - its all a load of bollocks. I spent the majority of my son's life so far stressing about the fact he can't self soothe when in all honesty I don't actually care either way, it's just that I read so much and was told so much that he had to that it started driving me crazy! Just do what works for you! If you're happy feeding or rocking to sleep, then feed or rock to sleep and don't care what anyone thinks about it! If you want to try a little sleep training when your LO is older, then do it, and don't care what anyone thinks about it! I have lost way too much time stressing about this issue and I regret that I can't get that time back.
As for our situation - well my son has needed help to sleep since the day he was born and I still feed him to sleep - and I am happy with it! I just wish I'd been able to be happy with it all along instead of stressing about him not self settling. He is getting to the point now where I feed him until almost asleep and put him down and he does the rest himself. He also can self soothe in the middle of the night now and last night slept from 7pm-4:30am before waking at all. I am happy with his progress and I'm happy with how we're getting there.
So to reiterate - do what makes you happy! There is no right or wrong way and there's no magical timeframe you have to conform to with self settling.