A crybaby is someone who cries very easily and complains a lot. If you have a younger sister, you've probably called her a crybaby from time to time.
You might be tempted to call someone whose feelings are very easily hurt, who is extremely sensitive and quick to burst into tears, a crybaby. It's a fairly derogatory term, however, and being called a crybaby will only make a crybaby cry even harder. The word dates from around 1850, and it's native to the United States, from the idea that someone "cries like a baby."