Can I play soft music or nature sounds while my new born is sleeping.

The use of any white noise/music is not a known risk factor for Sudden Unexpected Death in Infancy (SUDI)

If planning on putting a device in the baby’s sleep environment, ensure there is no risk to the baby eg power cord/button batteries.
if the device is contained within a soft toy, Red Nose recommends parents not to introduce soft toys into baby’s sleep environment until after 7 months.
https://rednose.org.au/article/can-my-baby-have-a-soft-toy