When you think your baby is fallen in deep sleep in your arm and you are trying to put her/him down on the bed and they started crying or open her eyes and look at you in such a way that they were not sleeping. Some of the parents get frustrated because they need some break or if they are hungry, but don't worry your baby is not the only who is doing this, it happens to everyone.
It takes about 20 min to go in deep sleep to the babies or some time more, even when you tried to put her/him down to the bed they will be awake and its all over. They wants to be back in their mommy's arm no matter how many times you tried and how deep of sleep they were? It happens over and over again.
Its quite natural because babies sleep cycle is different and they will get disturb and wake up easily.
Its biologically design that they can easily understand the separation from the mommy because they feel the warmth of the body, smell of breast milk and heartbeat of the mother when you position them on your shoulder.
It happens more, till 9 months as newborn brain is not developed enough, so they don't understand that they are the separate individual from their mother. They feel protected with you.
So the idea is, always try to give 20 min in your arm or lie down with baby on the bed until they go to the deep sleep. Do not feel weird if they wake up again after trying all this, because just before they born they never felt frightened, hungry, need to poop, cold or warm. Create a comfortable environment for them.