Never too soon! We were the same as LMS, had names picked for ages. Then we actually got pregnant, and didn't like any of them anymore We discussed for aaaaggggeeesss, and never could decide on a boys name. Luckily we're having a girl! I just randomly threw out a name on our way to the 20 week scan, we both loved it, and now it's not going anywhere!
But yeah, if we hadn't started early, or if we were having a boy, we probably wouldn't have had a name til the birth (not that there's anything wrong with that either!).
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