We had a really rough newborn/baby stage. I don't really have any great tips as nothing much worked until DS learned to speak. It's like he had so much to tell me but until he was able to he was just frustrated. I did what you did and gave him changes fairly often. I spend a lot of time holding him and talking to him as I went about my daily routine moving him around the house with me. That seemed to help a little bit.
She is only 9 months so I don't think doing things to make her happy is a bad thing or is teaching her any bad behavior. She has no way to ask or tell you and she has such a short attention span that changing things up for her and giving her lots of attention is a good thing, in my opinion.