My baby cries out loud without any tears falling from her eyes. What does that mean? Sleepy, Hungry or Annoyed?

Newborns don't shed tears because their tear ducts haven't fully formed. But after about a month once the ducts have had a chance to develop, it should be ok. If the problem persists, her tear ducts may be blocked, a condition that should clear up on its own within a few months; your pediatrician may recommend you help it along by gently massaging the inside corners of your baby's eyes.