Rocking your infant to sleep will not cause harm down the line. Parents often start sleep training well after infancy. There is no critical specific time in development for this to occur, because you can start sleep training at any point if your are concerned that your child’s inability to self sooth is interrupting your life as a parent. That is really the main reason to consider sleep training.
In other words, the downside of continuing to rock your child to sleep is that you will likely have to continue rocking your child to sleep. Possibly throughout the night if your child wakes and is unable to go back to sleep.
At some point rocking will become untenable and there will need to be an adjustment anyway.
Although it is often assumed that failing to cultivate self-soothing through early sleep training leads to sleep problems as children grow, there doesn’t seem to be much evidence to support this.
From here:
Some parents worry sleep training could be harmful long-term. Or that not doing it could set up their kids for problems later on.
The science doesn't support either of these fears, says Dr. Harriet Hiscock, a pediatrician at the Royal Children's Hospital in Melbourne, Australia, who has authored some of the best studies on the topic.
In the study, families were either taught a gentle sleep training method or given regular pediatric care. Then Hiscock and colleagues checked up on the families five years later to see if the sleep training had any detrimental effects on the children's emotional health or their relationship with their parents. The researchers also measured the children's stress levels and accessed their sleep habits.
In the end, Hiscock and her colleagues couldn't find any long-term difference between the children who had been sleep trained as babies and those who hadn't. "We concluded that there were no harmful effects on children's behavior, sleep, or the parent-child relationship," Hiscock says.
In other words, the gentle sleep training didn't make a lick of difference — bad or good — by the time kids reached about age 6. For this reason, Hiscock says parents shouldn't feel pressure to sleep train, or not to sleep train a baby.
As an aside, even if you are considering sleep training, experts generally do not recommend starting before 4 months (some say up to 6 months) so if your infant is under that age, you would want to wait anyway.