According to the New York Times, You shouldn't give your baby solid food before 6 months because babies can not properly digest food before then:
This should be common sense but you would be surprised how many moms you see giving their babies table food and thinking its cute...Despite growing warnings from pediatricians about feeding newborns anything other than breast milk or formula, many mothers appear to be introducing solid food well before their babies’ bodies can handle it, says a study published Monday in the journal Pediatrics.
In a national survey of 1,334 mothers, conducted by the Centers for Disease Control and Prevention, 40 percent said they gave their baby solid food before they were 4 months old, with 9 percent starting as early as 4 weeks. Doctors now recommend waiting until a baby is at least 6 months old.For at least 20 years, the American Academy of Pediatrics had advised against feeding babies solid food before they turned at least 4 months old. Last year, encouraged by growing evidence of the health benefits of breast milk, the group raised that age, saying babies should be fed nothing but breast milk for six months. When breast milk in not an option, formula is an acceptable alternative, the group says.