First of all, have some sympathy. Your puppy has just been separated from his mother and siblings. If he cries, it is his survival instinct kicking in - he feels vulnerable and wants the attention of his parent (which is now you!). You need to make him feel comfortable and safe, but without being overly protective - it's a balancing act. Before collecting your puppy you should have given the breeder a blanket, towel, or old item of clothing to put in with the mother and her litter. Now is the time to put that item in with your puppy - he will be comforted by the smell of his mother and littermates. Also, be mindful that small puppies have small bladders. They may not be able to make it through the night - if this is the case you need to schedule regular toilet trips. Do not engage in feeding or play, get the job done and get back to sleeping.