Education of our intestinal immune system early in life strongly influences adult health. This education strongly relies on series of events that must occur in well-defined time windows. From initial colonization by maternal-derived microbiota during delivery to dietary changes from mother's milk to solid foods at weaning, these early-life events have indeed long-standing consequences on our immunity, facilitating tolerance to environmental exposures or, on the contrary, increasing the risk of developing noncommunicable diseases such as allergies, asthma, obesity, and inflammatory bowel diseases. In this review, we provide an outline of the recent advances in our understanding of these events and how they are mechanistically related to intestinal immunity development and education. First, we review the susceptibility of neonates to infections and inflammatory diseases, related to their immune system and microbiota changes. Then, we highlight the maternal factors involved in protection and education of the mucosal immune system of the offspring, the role of the microbiota, and the nature of neonatal immune system until weaning. We also present how the development of some immune responses is intertwined in temporal and spatial windows of opportunity. Finally, we discuss pending questions regarding the neonate particular immune status and the activation of the intestinal immune system at weaning.