Meghan and Harry's little one won't receive the title of prince or princess, but the couple will likely give them a very traditional name.
Bookies are already favouring names of former monarchs or significant figures in the royal family, such as Victoria, Arthur, Albert and Diana.
Philip and Elizabeth, the names of the Queen and her husband the Duke of Edinburgh, are also high on the list.
But it's unlikely Harry would choose to name his son - should the couple have a boy - Arthur or Albert. And it's all to do with his mother, Princess Diana.
In interviews with Andrew Morton, the author of Diana: Her True Story - In Her Own Words, Diana revealed why she named her two boys William and Harry.
She said: "The alternative was Arthur and Albert. No thank you. There weren't fights over it. It was just a fait accompli."
The definition of fait accompli is "a thing that has already happened or been decided before those affected hear about it, leaving them with no option but to accept it."
This suggests Diana was given four names to choose from when her boys were born and she was never going to choose Arthur and Albert as she's not a fan of them.
Prince William was given Arthur as one of his three middle names his full name is William Arthur Philip Louis and he has passed down the name to his sons, George and Louis, who both have it in their full names.
Harry was also given Albert in some way, with his full name being Henry Charles Albert David.
The Duke of Sussex might choose to include Albert somewhere if he has a boy, passing down one of his own middle names to his son - just as William has done with his two male children.