at 4 months old he wont really need anything. Speak to his parents for ideas.
toy wise, something soft with various textures and sounds? Or maybe a play mat or nest?
My daughter is 5 months now and loves soft teddies or teething rings but not much else.
A bumbo seat or maybe a highchair in readiness for weaning?
Some board books or soft books. Or maybe something for when he's 6 months old - there's more exciting toys then, and his parents could easily put whatever it is away for a couple of months - I know I did when my boys were little! I like the look of this http://www.elc.co.uk/toy/activity-triangle/
I would recommend a nice childrens book about Christmas and write a message inside. I have done this with my kids since they were born and we have a lovely collection of Christmas books now that we read on Christmas eve. We will probably stop now that they are 8 and 7 as we are running out of books and they are getting a bit old for some of the stories.
Personalised gifts are always nice. And at that age its the parents that appreciate the presents rather than the little ones. Take a look at these handmade items. You'll also find a lovely personalised tree decoration for just �2.95. A nice little treat. http://shop.ebay.co.uk/merchant/cheeky_gibbon
Thank You.
Regards
Natalie