I personally have my babies in my room till there 2y then I move them to there own room , but my sisters put there babies in there own rooms from 6weeks & they were fine it’s upto as a mother to choose what works for you & your baby Good luck x
I had mine from 2 months in her own room with a baby monitor and she was just fine. As long as you are comfortable with it and will wake up each time to go get the baby when baby cries/wakes up.
Babies are at most risk of SIDS between 2-4 months, I would not personally risk it just to have them on their own, being in the same room as mum hugely reduces the risk of SIDS as mum is naturally more tuned in to baby when they are in the same room, and you may miss small sounds or cues of baby is in a different room. The important question is why you want baby in their own room? As there are obviously times when the benefit outweighs the risk!