West says once an infant is older than 3 or 4 months, habits like rocking, singing, or nursing her until she dozes off become "sleep crutches." "These are not negative or bad behaviors," says West, "but they become a problem when they're so closely linked in the child's mind with slumber that he cannot drift off without them." Continuing with these sleep crutches will mean every time your baby wakes up (multiple times throughout the night), she'll need you to rock, sing, or nurse her—but your goal is to teach her to self-soothe and put herself back to sleep. 
There's never a perfect time to start sleep training. But if you're using the Sleep Lady Shuffle method, it's best to start when you know you'll have at least three weeks without any changes in time zone, cribs, or bedrooms—especially if your baby is alert and sensitive. The most popular night to begin is Friday because of the upcoming weekend. Some parents use vacation days so they won't have to worry about being at work in the morning. And remember that you'll always be more successful if your baby has been napping well.
This is considered a ‘cry’ method of sleep training. This technique entails allowing your baby to cry while checking on him at intervals. The goal here is to reassure him every so often that you are nearby and to reassure yourself that he is okay. When you go to check on your baby, you are not “supposed” to pick him up nor engage him much, but simply reassure him using your voice and a loving pat for 2-3 minutes, tops (watch the clock!). With this sleep training method, the goal is NOT to help baby fall asleep – that is what he is learning to do on his own! Instead, the idea is that he falls asleep on his own, in the same “environment” in which he will awaken periodically throughout the night. The knowledge of how to fall asleep unassisted at bedtime will pave the way for him/her to go BACK to sleep throughout the night. Over time, you gradually increase the amount of time between your ‘checks’. See a more detailed step-by-step explanation of this method here: The Ferber Method
Most sleep coaches say the ideal time to start sleep training (or promote independent sleep, not necessarily using the cry-it-out method) is based on your baby’s development, but is usually somewhere between four and six months, when your baby hasn’t had much time to get used to nursing or rocking to sleep. At this stage, most babies are also developmentally ready to learn the skill of falling asleep on their own, explains Jennifer Garden, an occupational therapist who runs Sleepdreams in Vancouver. Around four months of age, some babies go through a sleep regression because their sleep cycles change and there are longer periods of lighter sleep per cycle. “It’s a great time to work on independent sleep skills,” says McGinn. Other babies’ slumber derails around this time because they are working on new skills, like moving around and rolling. Some parents choose to wait until things settle down before embarking on a sleep-training method, but you don’t have to, says McGinn.
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