I really disagree that "constantly trying to console them is a waste of time"! Babies cry for a reason, especially this young. Our job as parents is to find out what that reason is and try to make it better. Sometimes we can't figure out what the problem is, but that doesn't mean there isn't one. After exhausting all of your options in trying to figure out the problem, sometimes all you can do for them is just be there and hold them.
If you don't have it already, I highly recommend getting "The Baby Book" by Dr. William Sears. From this book, we discovered that our daughter had acid reflux (at only a few months old!), so it was actually PAINFUL for her to lie down (that's why she didn't sleep very long, and seemed inconsolable at times). As you read about various topics (crying, eating, sleeping, etc.), the book gives several avenues for you to try-- "if your baby is doing this, it might be this, so try this" and eventually we figured out what was wrong. We got her on meds, elevated one end of her bed, kept her upright after feedings and things improved dramatically.
For at least the first year, it's really important to build trust with your baby. The sooner you respond to her cries, the more that trust will build, and the less anxious she will be (she will be more content becuase she knows that if she needs you, you will respond). We took the "do whatever it takes to soothe her" motto with our second baby (now 18 mos) and she is a much easier baby than our first was. She mostly sleeps through the night, which our first (now 5yrs) STILL doesn't do. Please follow your instincts, not what people say you SHOULD do (and don't be too tough on yourself if you can't figure out what's wrong). The most important thing you can do for your baby is love her and empathise with her. Too many parents don't put themselves in their children's shoes.