Your baby will cry for the first time almost as soon as he’s out of your womb. It’s his first sign of life and if you’re not an emotional wreck by this stage, then you will be once you hold him in you arms. It’s not a sign that he’s suffering though, merely a reaction to the air hitting his lungs for the first time, opening the pulmonary sacs and getting rid of any remaining amniotic fluid. This brings the blood into his lungs, kick-starting heart and lung circulation so that his respiratory system starts working. It probably burns a little, but only momentarily.