I'm not sure that I'm bonding with my baby. Isn't this something that's supposed to happen automatically?

While you are latching (if breastfeeding) or feeding bottle, changing diapers, bathing baby, babywearing and etc. you are actually bonding with her, with all the gentle touches. I find baby massage is a great way to bond with baby. My son loves it and I can see his face of satisfaction during message. Here is one of the examples on how to do baby massage. https://www.youtube.com/watch?v=mbCv6BBTV5c