Essentially, babies are known to develop their hearing in 20 weeks, and 10 weeks after, they start to develop their memories.
That said, hearing is the very first sense they develop and you can take advantage of that to connect with them even before they come into the world.
Playing music, reading, singing and talking to your baby before birth evoke certain emotions in your baby. When a baby hears the voice in the womb, she/he becomes alert and responds to it. This daily connection, helps your baby recognize your voice once she/he’s out in the real world and this will develop the bond between you and your baby, besides benefiting her/him develop mentally.
Make sure you help them have a pleasant hearing experience by giving them something amazing to listen to.