wooooh... where to start? Trust me I spent too much time researching this issue. I was not satisfied with what's generally accepted - starting to introduce baby cereal at the age of 4-6 months. The reason is because baby's gut only seals around 6 month and the stomach is not ready yet to digest grains until the age of one.
An unfortunate practice in industrial societies is the feeding of cereal grains to infants. Babies produce only small amounts of amylase, needed for the digestion of grains, and are not fully equipped to handle cereals, especially wheat, before the age of one year. (Some experts prohibit all grains before the age of two.) Baby's small intestine mostly produces one enzyme for carbohydrates—lactase, for the digestion of lactose. (Raw milk also contains lactase.) Many doctors have warned that feeding cereal grains too early can lead to grain allergies later on. Baby's earliest solid foods should be animal foods as his digestive system, although immature, is better equipped to supply enzymes for digestion of fats and proteins rather than carbohydrates.Source