Believe it or not, it's never to early to start getting arty with the bubs! Once they are of an age where they can sit unaided and grip things, you can start experimenting with them. Most activities will need to wait until they are between 18 months and 2 years old, but there are some things you can do as early as 8-9 months.
My 9-month-old son LOVES getting his hands dirty. The gooier and stickier, the better! Unlike my now 4-year-old daughter, who hated getting her hands messy as a babe, my little boy has his hands straight in his breakfast, lunch and tea as soon as he possibly can. As he loathes having his hands and face wiped, I encouraged him to dab his messy fingers onto some kitchen roll (paper towels) and showed him the "finger painting" he had done - which made him giggle!
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Once he got the idea (rinse and repeat until it clicks with baby that he is the one making marks), I whipped up some homemade edible finger paint (made from squished fruit and veg, mainly!) and let him start having fun on paper. You can do this with edible play-dough and sensory materials like rice, pasta and so on, too! Baby can even try stamping with potato stamps using food-based "ink"!
If baby doesn't mind having food and edible paint on his or her hands, then hand printing is a lovely craft to do! It makes a beautiful keepsake to enjoy for years to come. All you need to do is cover baby's hands with the paint and help them press down onto the paper. We have done this with all the family, printing the hands inside one another according to size (Daddy's first, then mine on top, then my daughter's, then my son's) to create a lovely "our family" picture for the wall. You could make cards for friends and family, too (which older siblings can get involved in making).
I cover this and many other ideas for older babies in Crafts for 1 Year Olds. If you like the hand print idea, then crafting connoisseur Pastiche has lots more of them in her Hand Print Crafts guide.
If you want to have a go at making homemade paint for baby, then you'll find several recipes in Homemade Paint for Kids by Shellonline (just make sure you pick the ones that are entirely food-based and edible, so it is safe for baby to put in his mouth). As for play dough and clay, homemade recipes are covered in Recipes for Fun - Kids Play Doughs and Clays by jkvkdailey.
Now go and enjoy nurturing your tiny one's creative spark!