Your little one prefers to sleep in the Jollein Sleeping Bag Newborn Cocoon 0-3 Months for the first few months. In the first 3 months, babies like to be wrapped up nice and tight to feel that secure feeling of mommy’s belly. Your newborn also has a startle reflex so that it can easily wake itself up with its arms. All this ensures that swaddling in the first months is a perfect solution.