A baby shower is a way to celebrate the expected or delivered birth of a child by presenting gifts to the mother at a party, whereas other cultures host a baby shower to celebrate the transformation of a woman into a mother. Some couples may not want to have the shower until after the baby is born. Others prefer to have it right away.
Take any personal, religious, or cultural traditions into consideration before setting a date. That being said, most showers are held in the last two months of pregnancy 3.5 months is really early to be having a shower.