TOYS
From 0 to 6 months babies are pretty much just learning to grasp at and hold stuff.
Sophie really is all she's cracked up to be -- babies love her (also, listing it on a registry and then having it shown as purchased may prevent you from receiving 100 Sophies). Winkels are really fun for them when they are first learning to hold things.
In the category of movement, we had a jumperoo and a baby gym. All the baby gyms are basically the same -- we had the Skip Hop Baby Gym -- it's fun for them to lay on their back and swat at things, and it's set up so you can clip in other toys. The baby gyms are also easy to fold up and put away, and serve as mobile play mats around the house. Jumperoos are gigantic and take up a ton of space (we had to take ours apart to fit it through normal doorways, for example), but some babies really love them (ours included), so sort of a gamble.
Toys with clips are wonderful because they can be used in the baby gym, strollers, car seats, swings, anything. Our favorites were Captain Calamari and the Bright Starts Dragonfly, but there are lots of good options out there. I also think it's nice to get them a good rattle or two because they really do enjoy it, and the metal is cold which can be soothing on gums when teething. For stuffed animals, they are sort of useless and you will receive a ton as gifts, but they are nice decorations, and the Jellycat ones are so cute and so soft.
There’s a cool company Lovevery that provides a subscription-based service with age appropriate developmental toys for the first year. I didn’t discover this in time to use it with my kids but it seems great and worth checking out.