Disclaimer - I have never had or wanted a baby shower, I know they are frowned on here.
I always thought if you have a baby shower you do it at 35-37ish weeks pregnant. But lately I've seen a lot of people on Instagram having baby showers before 20 weeks. I don't like the idea of giving gifts for a baby before he/she is here safely but to do it before 20 weeks seems madness to me. My 4th baby had a problem picked up at the 20 week anomaly scan and I didn't buy any baby stuff for my babies before the anomaly scans. It just seems way too early.