First, washable and disposable diaper changing pads. My aunt gave me machine washable diaper changing pads. I have one in pink and one in green. They are perfect! We have used them every day since my daughter's birth. They are so easy to throw in the wash and have another one on hand. You need extra protection during diaper changes for sure. A friend from my work gave me these: Huggies disposable changing pads. These definitely come in handy during the first couple of months. Newborn babies have diaper mishaps all the time, and you never know when they're coming. The disposables are great for BIG mishaps :-)
Second, a large hooded towel. My cousin gave me a cute yellow duck hooded towel. It is adorable! We definitely have used this throughout the year. The hood is especially helpful if your baby has a lot of hair like mine.
Third, music. My aunt gave me a 2-disc CD set by Fisher Price. It's a rain forest theme with lullabies and playtime music. I never knew how valuable these songs would be! We've been playing them for our daughter since she was born. She instantly recognizes the music. Even today the lullabies help her go to sleep, and the playtime rhythms calm her down when she's in a bad mood. Great stuff!
Fourth, larger sizes. Lots of baby shower attendants think of only newborn sizes and then you have tons of only one size. I was so thankful that I received a few clothes and diapers that were larger than newborn. The largest size I received was a 9-month footed pajama. It took a while until she was able to wear it, but I was glad we had it!
Fifth, keepsakes. I am thankful for handmade keepsakes. Several of my relatives made handmade blankets, and one of my aunts made a picture frame with my daughter's name. Keepsakes last forever and have special meaning. I cherish these, and I am thankful that my daughter has them for years to come.