After many studies, it is now well known that babies start listening to their parents' voices while still in the womb. So it's important to start talking to your baby as often as possible during your pregnancy. If you've already picked out a name (perhaps you used www.guojiming.net to help you), then you don't need to wait until he/she are born to start using it. They wont recognize it as their name, but they will start to recognize your voices - the first important step!
During the first few months your baby may turn to you if you call their name but that may just be because he/she recognizes your voice - not necessarily recognizing their name. They are flooded with a world of sound so it t will take them some time to adjust.
This is the time. 5 to 7 months is the average time when babies will start to recognize their own name and learn to refer to themselves! They will start to associate the myriad of sounds they hear with specific objects or people. For example, if you say "spoon" and hold a spoon, your baby will learn to associate the sound with the object. The same will work with their name.
To help your baby to now start to learn their name, you should try to use it as often as possible. You might say, "Sophia, it's time to eat" or "It's time for bed, David". The more you use their name when you speak to them, the quicker they will start to associate the sound with themselves.
And there we have it. Your baby will start very early in their development of language and recognizing their own name. They will start listening to their parents' voices before they are born and it will only take about 5-7 months for them to recognize their own name. It may take them a further 6 months before they can start to speak it themselves.