Is it bad to let my baby cry if he wont stop crying?

Yes but depends. If you are at the "end of your rope" feeling, absolutely put your baby in a safe place (crib) and walk away, decompress, call for backup from others if available. Check for reasons: hungry, needs to burp, too hot (too many clothes), has a documented fever, diaper change, threads or hair caught on fingers, toes, penis (completely strip baby down to check), signs of illness - call the doctor.
Yes depends. Expanding on the first answer...If your child cries excessively, see your pediatrician. Also consider diet and environment. Many babies cry more because they have a digestive issue that may not be obvious. Dairy and dairy based formulas( or mom breastfeeding and drinking milk) can aggravate a baby's digestive system. I have had good results with chinese medicine and chiropractic as well.