My DD was a bit older but she came to all mine.
I didn't think she took much in.
When I was 34 weeks with DS I had to have a growth scan, and DH was working so had to take DD on my own. She was happy with a packet of biccies and a drink, chatting to the lady. I didn't think she listened much or took anything in as the lady really didn't direct any info actually to her, but I found out that we were having a boy that day.
We had discussed and decided on two names (boy and girl) when we thought we were going to deliver at 24 weeks - so 10 weeks prior to that but hadn't discussed it since, and later after the scan I asked her if she knew what we were having. She answered yes she was getting a brother and his name was going to be Nate......I nearly fell over.