Ok, a lot of people are bashing on routine-setting at this age. Here are the differences as I understand it:
Same things in the same order. Varies slightly depending on needs of that day.
Specific times set to perform the above routine.
I see absolutely nothing wrong with trying to start a routine whenever you feel it possible with your LO, but it's the scheduling thing I think is what you should expect to not happen until they're a little older.
Just my opinion.
I think some people forget about the bolded part, and expect their 4 week old baby to eat, sleep, poop in the same way every single day. I really think some people think that. That's what I don't get, and don't like the idea of setting even a routine for a baby, when most likely in a few months they'll create their own, anyway.