human babies (together with quite a lot of other mammals) are obligate nasal breathers. this means that they have to breath through their noses. at birth, they do not know how to breathe through their mouths (something adults take for granted).
babies have to breathe through their noses because nature designed them to use their mouths to suckle firmly on the only intuitive interface. about the only time babies breathe through their mouths is when they cry.