although this post is old some ideas to bond with newborns may be helpful to other dads

play games with your newborn - maybe make a sock puppet - attach a bell or something that makes noise and just play - most babies will love it and they will start to associate that puppet with you and want to play more

my 6 yr old loves any type of puppet, finger puppets from ikea are great way to play and interact with your child

my newborn i took to the local pool every weekend, she loved to play in the water, and now she loves the pool and is a great swimmer, newborns are tough to understand what they want, try a bunch of different things and see whats works, the key is dont give up you will find something that you both enjoy