Swaddling and sleeping bags
Swaddling has two purposes: It keeps your baby warm, and helps with the baby’s startle relexes.
Since loose blankets are not recommended under safe sleep guidelines, use a swaddle or sleeping bag as a safe alternative for warmth.
Babies under 6 months will do sudden arm movements during their sleep, this is called the Moro reflex and is both normal and expected. However, their own movement can wake up a sleeping baby. Restricting their range of movement generally make a newborn move comfortable and makes them sleep better.
Swaddling is optional and brings no extra benefits other than comfort, you can use a sleep sack as early as you want. For example my daughter hated being swaddled and kept wiggling herself out, we transitioned to a swaddle sleep sack during first or second week after arriving home.
Safety considerations
Immediately stop swaddling as soon as your baby starts showing signs that they will start rolling on their own. Rolling on their face while swaddled is dangerous.
Always put your baby to sleep on their back, this is especially important for swaddled babies as they can’t move their arms to push and reposition themselves.
Don’t wrap the legs. The baby’s legs and hips should have full range of motion.
“Traditional swaddling, which implies restrictive immobilisation of the infant’s lower limbs with the hips in forced extension and adduction, has been shown to be a risk factor for Developmental Dysplasia of Hip”.
In my understanding this was a common practice back in the day and still is somewhat common in some parts of the world.
Be careful with well-intentioned but outdated advice on this
These safety rules also apply to “swaddle sleep sacks” or anything that restricts arm movements. Once a baby can “get face down” limiting their arm movement becomes a SIDS risk factor.
The old school swaddle
Versatile and cheap but most technical option.
Here is an excellent YouTube tutorial from TheDoctorsBjorkman.
Great channel and learning resource by the way.
Around the chest the swaddle should be tight, but not as tight as to restrict breathing.
Two or three fingers should fit between baby’s chest and the swaddle, this is known as the “two finger rule”.
Do not wrap the legs.
Velcro swaddles
Same as an old school swaddle but much easier to use. Does not require any dexterity to use and does not/should not allow you to use it incorrectly.
Unlike old-school swaddles, velcro swaddles come in different sized for different baby height and weight.

Swaddle sleep sack (arms-up design)
These are a middle of the road option.
They provide enough restraint to prevent the Moro reflex from waking up the baby, but they still allow some level of movement for babies that do not like being fully restrained.
In our personal case this option worked best: my daughter hated being motion-restrained and had a strong preference to sleep with her hands up.
This looks more like a sleeping bag, but it is still a swaddle and use should be stopped when baby shows signs of rolling.
Some models labeled as “transition bags” allow the option to have one or both arms out of the sleeping bag. This is useful for accommodating your baby to standard non-swaddle sleep sack.

Sleeping Bags
Transition to these when your baby starts showing signs of rolling on their own. At this stage (usually 4-6 months) free arm movement is important for safety and the Moro reflex will mostly disappear.
These can be used up to any age.

TOG rating
A sleep sack or swaddle will normally come with a TOG rating (Thermal Overview Grade).
This should tell you what the ambient temperature this sleep bag was designed for, higher the TOG the warmer the fabric.
While a good point of reference there is no “official” chart telling you which TOG to use for each ambient temperature. Different manufacturers will publish their own charts, which will slightly differ.
Use the TOG rating as a general guide, not as something written in stone. Check baby’s chest and back to gauge if they are too cold or too warm and adjust accordingly.