Parenthood is almost like an overnight thing, if you think about it.  One day you don't have a kid, the next day your world revolves around one.  The transition can be sudden and hard to accept to some.  That's one of the reason why people have babies blues.
 
And by the way, men do have the blues too.  My hairdresser told me he suffered from baby blue the second day of his fatherhood.

1. Keep the first week or two quiet

Which means no visitors, if possible.  You need some diplomatic skills in order to do this.  Both you and the baby need to settle down to the new environment, new way of life.  And mommy need to rest.  Too many visitors handling the baby also leads to over-stimulation of the baby, which in turn leads to a very fussy, hard to settle baby.  No matter how well-meaning the friends and relatives are, gently decline visiting until you have settled down and you have gain confidence in handling your baby.  And if you are trying to breastfeed, you don't need the disturbances of visitors in the midst of your 'struggles'. 

In our local 'cannot-afford-to-lose-face' context, if visitors are really unavoidable, try to stay a day or two more in the hospital and get everyone to visit you while you are still in the hospital.  Firstly, you get it over and done with in one go within that day or two.  Secondly, you can always push your baby back to the nursery when you find your baby needs rest.  Visitors tend not to insist on seeing the baby when the baby is in the nursery.  They can see through the nursery window if they want.  If you are at home with the baby already, it is difficult to decline their requests to see and hold the baby.

And don't feel shy about setting 'visiting rules' - e.g. no visiting after 9 pm so that everybody can rest.  Don't feel shy or apologetic about excusing yourself to feed your baby, or put your baby to sleep or not bring your sleeping baby out for 'viewing'. 

2. Get help

Concentrate on your baby and get help for everything else.  Get a confinement lady to help with the cooking.  Get somebody to help with the cleaning.  Get dinner deliveries.  Don't do anything else except rest, nurture and enjoy your baby.  This is not the time to be a superwoman.

3. Eat well, rest well

If you are fatigued and not eating well, it is very difficult to maintain sanity.  Arrange to have some  'time off' if possible - get out of the house (if you are allowed to), etc.

4. Make necessary arrangements BEFORE giving birth

If you need to move to somewhere for your confinement, do so before giving birth.  And if you have somebody to help you, do discuss before hand what is expected of that person, and how you would like things to be done.  E.g. Whether you allow your baby to be fed formula.  Even simple things like what you eat, or don't eat. Make things clear right from the beginning.  You don't need the extra stress of trying to cope with another person's way which may not be to your liking.

5. Be Well Prepared beforehand

Buy all the things you need, read up all you can, go for ante-natal classes.  Be prepared so that you won't feel so helpless and panicky.  Have realistic expectation so that you won't be too frustrated. E.g do not expect to have more than 3 straight hours of sleep in the first month.  Most babies are not able to sleep that long in one go, which means you won't be able to enjoy that luxury also.

6. Ignore well-meaning, but unsuitable advice

Having a new baby is like a license for everyone else to give you well-meaning but unsolicited advice.  You don't have to argue with them if you do not agree.  Just 'one ear in, one ear out'.  Do what seems best to you, not what seems best to other people.  It's your baby, not theirs.