you don't have to, it's up to you. if he doesn't seem to need it, then you can skip the pacifier and not have to worry about how you're going to get him to give it up when he's older.
finn is addicted to his. i swear he hides them in his room because i only let him have them to sleep and when we're in the car, and he'll come out of his room with one. i don't know where he's getting them from!
i started giving finn his while we were still in the hospital. babies like to suck and it soothes them, so i went for it. using it while they're sleeping is also one of the (many) things they say reduces the risk of sids.
i can't believe alex is already a month old! i demand pictures!!!