Baby massages are an integral part of Indian culture; I've always heard about maalish being a non-negotiable, and it's for several reasons. First, massaging infants with oil nourishes the skin and protects it from skin infections, second, it helps you bond with the child, and third, it provides stimulation for better blood circulation as well. Plus, just like you, the baby also feels relaxed after these massages.
While choosing a massage oil for an infant baby you need to make sure that they are free of any harmful ingredients as a baby's skin is very delicate and susceptible to skin irritation. Use natural oils like coconut, almond oil, jojoba oil and more, and avoid oils such as fragrance oils, essential oils, and peanut oils as they may cause irritation or even an allergic reaction.