There are some great books out there about babies...
I read a gorgeous one last year and sent it to my SIL - can't remember what it was called but I'm going to go back to the same shop again and hopefully find it for this bub to give DD when it arrives. It went through the baby's 'experience' of being in-utero, then of being born. It was from a Christian shop, but while it had kind of a spiritual reference, it wasn't necessarily religious. I thought it was just lovely and I wish I had've bought an extra copy at the time!