My little Daniel, has a fleecy blanket that we call his 'sooky'. He rubs his face on it, sucks his thumb and relaxes with it. It's a comfort blanket I never want to lose. He relies on it to sleep at night. There's nothing nicer for soft skin than a big fluffy blanket. These 'First Steps' Luxury Soft Fleece Baby Blankets from various sellers at Amazon start from just £2.96 including FREE delivery.
We actually own the 'First Steps' Luxury Soft Fleece Elephant Blanket*. It's so beautiful that I would happily have paid £10 for it. Even after washing it umpteen times, it still looks as great as the day I bought it. Get it for just £4.87 delivered from Amazon Seller 1stopbabyshore. This is the dearest one on the Amazon site.
These would make great 'New Baby' presents and if you are in doubt then read the 659 reviews on Amazon.