I never had a baby shower the first time, I would love to next time we'll see what happens!

Some baby shower games I know of :

Guess that baby - Everyone brings a baby pic and throws it in a box, they get pinned up and everyone has to guess who is who, the one with the most correct wins.

Dress that baby - (you can either have 1 doll & clothes or numerous just depends on what you have) You have to time them undressing and redressing the doll, the fastest wins.

I googled and found these two

Distractsions - Give the person a list of tasks to do ie fold some washing, wash dishes, dress baby etc and everyone has that list of tasks when its each guests turn the other guests can yell distractions at them ie. Phone's ringing, Baby's crying, someone at the door etc. And they have to do those things as well as their task/s whoever completes the tasks quickest wins.

Pass the Dummy - Give each guest a pencil/pen. Instruct guests to put the pencils in their mouths, and keep their hands behind their backs. Place a Dummy (the kind with the loop) on one players pencil, and have the players pass the Dummy from one person to another, around the room, without using their hands. If a player drops the Dummy, they are out of the game. Winner is the last person left in the game.

Goodluck you'll have to let us know how it all goes!

*hugs*
Cailin