The reason that newborns put their hands into their mouths is probably because this action is hard-wired into the brain as a basic unit of movement.
Angela Sirigu at the French National Centre for Scientific Research in Bron and her colleagues used electrodes to stimulate nearly 150 sites in the precentral gyrus — the brain region that controls voluntary movement — in 26 people undergoing brain surgery. When the researchers stimulated ten specific sites in nine of the participants, including two three-year-olds, the volunteers each moved their closing hand towards their opening mouth.
The authors speculate that the hard-wiring of these movements in the brain means that they are an evolutionarily important behaviour that allows babies to put things in their mouth accurately, even at a time when they have generally poor motor control.
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Why babies live hand to mouth. Nature 508, 10–11 (2014). https://doi.org/10.1038/508010d
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DOI: https://doi.org/10.1038/508010d