Toy animals or other playthings
Blanket
Hats, sweaters, maybe pants, possibly other wearables
For colors on blankets and clothing, you can go with typical neutral colors (white, yellow, green, etc) or you can go with seasonal colors (fall colors because the baby is due in August, or Christmas colors because by then the baby will actually need warmer stuff, or blue/white/gray for general winter, etc.)
Most babies spend large amounts of time in unisex-style clothing (shirt, pants, sleeper), even if the colors and trim details tend to be different for boys vs. girls. So if you look at a clothing pattern and visualize it in either boy or girl colors, and it looks fine both ways, then you can probably make it in other colors and any baby will be happy with it.
A girl wearing "boy" clothes is more common than a boy wearing "girl" clothes.
Toy animals can be any realistic or fantasy colors. A toy octopus or squid is sometimes fun, because there are plenty of legs for the baby to grab and chew.
Do be sure there are no little pieces the baby can pull off or bite off. Sewn-on eyes or buttons are not a good idea, but embroidered ones are generally fine, and so are ones made by changing the yarn color as you get to that area of the project. Buttons on clothing are usually okay, except that they can be lumpy for the baby to lay on.