SHAKE ME: baby rattles help with cognitive development. During the first few months of life, your little one will track the sound with his or her eyes. At about 4 months, they will learn cause and effect by shaking the rattle. At about 8 months, they will learn object permanence and play hide and seek with the rattle and the security blanket. Right around their first birthday, imitating you and pretend playing with the rattle stuffy, and blankie.