Mine started when he was about 6 months. At first he did it when he was getting sleepy, but now (9 months) he does it all the time. I don't think he's actually trying to say no though, I think he just likes it. He'll do it when I ask him a question, even if the answer is obviously yes. If I say do you want more oatmeal, he'll shake his head but open his mouth for another bite. He thinks it's hilarious when he does it and then I nod my head yes back at him.
My little one is 8 months, she started doing this a couple months ago, except she nods her head yes! And she does it more when I.sing or.play music for her!
My son started doing this at 5 months. I think when he gets bored this entertains him. Because he seems to like it and doesn't seem bothered by it at all. I guess he will stop if it starts bothering him, so I just let him have his fun!
Re: Shaking head