Early exposure is no guarantee of warding off allergies. I am a prime example - grew up with a dog from early childhood, exposed to kitties at the neighbor's house (twins my age, so lotsa sleepovers), grandpa's house, etc., and yet I am allergic, sad to say, to kitties. My sister, who grew up in the same house, but with a cat from age 1 to 4, developed pneumonia brought on by a cat allergy at age 4, and is now allergic to everything with fur. Kitty, by the way, went to live with grandpa.

My mom, who had her own horse as a youngster, lived on a farm so was exposed to animals of all sorts from day 1, had to give herhorse to her sister when she developed sudden, severe allergies to horses at age 12 that continued until the day she died.

It can't hurt, however, if there aren't allergies in the family yet, and if there's a chance it'll help, go for it!