Baby Shower Games from Baby-Shower.com
This is great for every baby shower - no matter whether it's the first or third baby.
Have each guest write a wish for the new arrival on a piece of paper. You can have them placed in a basket, bucket or something to go along with your theme.
In between events at the shower have the mom-to-be read the wishes to the group (if she might be emotional have hostess or friend read for her)
After the shower the mom-to-be will have something to place in the baby's book or other keepsake heirloom. How wonderful to read at graduation, wedding or the birth of the child's own baby.
Get some nice small decorative colored cards for guests to write their well-wishes on.