Even the God of Thunder was a baby at some point. And what could be more adorable than a miniature Mjolnir rattle? Instructables user IJustLikeMakingThings had that idea and rolled with it.
It’s actually a pretty simple wood working project, but since it is wood, you probably shouldn’t give this to your baby until they’ve developed at least some control of their motor functions. It might be cute but if the kid is whacking himself in the head with it over and over it could end poorly.

The head of the hammer is just 3 wood rectangles glued together with the center one hollowed out to fill with whatever rattle material you desire. The handle is just a lathed off-cut. Then it’s just a matter of gluing all the pieces together.

The full tutorial can be found here, but again I must stress that you take the safety precautions outlined there before giving this to your baby (or someone else’s).