Newborns and young infants spend much of their sleep time in REM sleep, or rapid eye movement sleep. Often when you think your baby is awake, he is still sleeping. He is just is a very active stage of his sleep cycle.
If a baby in REM sleep is rocked or talked to, he can be woken. You make think your baby is awake and bring him to the breast to eat. When in actuality, your baby best left alone to move through this normal part of his sleep cycle. Learning to recognize REM sleep in your baby can go a long way in support your baby to create good sleep habits.
Here is a video of a baby in REM sleep. This baby is asleep through the entire video.