My oldest was 6 months on her first, and she reached for the sky. My second child was a month old, so it didn't phase her. My son was 2 1/2 months, he was astonished by the fire works!
My baby will be 5 months and change by then. he is used to loud things. I play loud (no loud like go deaf) music to get him to sleep through anything like I do. @madibug96