When my daughter was a newborn, and nursing what seemed to be all the time, I had a hard time not being bored out of my mind. During the day, it wasn't as much of a problem because I had the TV and computer to keep me amused.
At night, especially when she woke up in the middle of the night for an hour long (or more) nursing session, I'd feel like I was going insane. I had one of those pillows that let me sit up in bed, and my daughter slept in a pack & play next to our bed.
I would look enviously at my husband as he slept without hearing our baby cry, while I'd get up to nurse. I was fairly comfortable in bed, but I didn't want to fall asleep so I was just sitting there staring at the walls.
I really don't remember how I came across audio books, but I do remember it was a godsend. I started with the Harry Potter audio books, which are wonderful, and expanded my audio library from there. It was wonderful because my mind was able to be engaged while my daughter nursed at night.
Now that she is 2 1/2 years old, I don't listen to audio books as much. I do when I'm putting her down for her nap and at bedtime. But it takes me longer to get through an audio book now since she does sleep through the night.
I'd recommend audio books for any new mom - there are lots of geeky books to choose from and can be put on an MP3 player. I know that these really helped save my sanity in the early days of my daughter's life.