Is it ok I don't let my baby cry?

My boy is 4 months old and ever since he was born, I've tried my best to comfort him. 3 days old I gave him a binky to comfort his cries. He's never had issues with breastfeeding, sleeping, or pooping. Totally healthy baby. When he cries, I'll pick him up and rock him, coo and talk sweetly or sing. Or I'll just give him his binky. I don't like to have him crying for more than a minute or so, but my BD let's him cry and cry. He tells me I should let him cry it out sometimes but it hurts my heart to hear him cry. I read there's no way to love your baby too much, but I'm worried I might coddle him. What's your experience?