This is the observance of the Jata karma samskara for baby Nimai (Sri Krishna Chaitanya Mahaprabhu)

Generally speaking what is to happen is that on the day of Gaura Purnima everyone holds a fast from grains up until the evening when the full moon rises commemorating the time when the Lord appeared.

The next day is for feasting. That is today. So first after meditating on performing tha Jata karman ceremony on baby Nimai - at the Yoga Pith in Mayapur where they have a Deity of Baby Nimai on Mother Sachi lap they formally perform the Jata karman ceremony after reading from Sri Chaitanya Bhagavat (which deals specifically with Baby Nimai's pastimes) or Sri Chaitanya Charitamrta Adi Lila about the childhood pastimes of Lord Chaitanya.

Amongst the Gaudiya Vaishnavas in the Gaudiya Maths this festival is termed as Anandotsava of Sri Jagannath Mishra - the feast celebrating Mahaprabhu's appearance.

SRI CAITANYA BHAGAVATA
Adi Lila Chapter 3.

   Even before He took his birth, the Lord propagated the chanting of His holy name.
1

   Streams of people went for their bath in the Ganga at the time of the eclipse and all the way they chanted the Lord's name.
2

   Some, who from their birth never once uttered the Lord's name, now chanted that name on their way to the Ganga.
3

The sound of chanting emanated from every direction and the Supreme Lord, the best of the brahmins, smiled to Himself as He made His appearance.
4

   Sri Jagannatha Misra and Srimati Sacidevi glanced at their child's beautiful face and were over come with unbounded joy.
5

   Ladies stood around the child not knowing what to do; fussily they ululated in jubilation.
6

   Relatives and friends hurried to see the new born child; Sri  Jagannatha Misra's house was a scene of great exultation.
7

   Srimati Sacidevi's father, Sri Nilambara Cakravarti, found esoteric and wonderful signs in every house of the child's astrological chart.
8

   Sri Cakravarti was astounded by the baby's beauty and saw all divine symbols on His person.
9

   A much accepted prophesy in Bengal was that someday a king would be born in Bengal as a brahmin's son, so Sri Cakravarti thought that only the future would prove whether this was the child.
10

   In the presence of all, Sri Nilambara Cakravarti, an expert astrologer, began explaining the ramifications of different astrological signs in the Lord's chart.
11

   The further he delved into the child's exalted chart, the more difficulty he found in describing the Lord's position.
12

   The child will conquer Brhaspati (the sign for learning and education) and be a scholar; He will be a natural repository of all divine qualities.
13

   Present in that gathering was a great saint in the guise of a brahman who made predictions on the Lord's future.
14

   The brahman said, "This child is the Supreme Lord Narayana Himself.  He will establish the essence of all religion.
15

   "He will initiate a wonderful preaching movement and deliver the whole world.
16

   "He will give everyone that which is forever desirable even by Lord Brahma, Lord Siva or Srila Sukadeva Gosvami.
17

   "Upon seeing Him people will feel compassion for all living entities and become callous toward material pains and joys. This will be the great benediction for the whole world.
18

   "Not to mention ordinary men, even hard-core atheists will worship the child's lotus feet.
19

   "He will be glorified throughout the entire creation and people from all orders of life will come to worship Him.
20

   "He is the personification of pure Bhagavat religion (eternal religion), the benefactor of brahmanas, cows and devotees and the affectionate, devoted son of His parents.
21

   "This child has come to accomplish great works, just as the Supreme Lord Narayana incarnated to re-establish religious principles."
22

   "Who can explain the imports of this child's exalted astrological and esoteric symptoms?
23

   "How fortunate you are, Sri Jagannatha Misra, a leader amongst men.  I offer my obeisances to you, the illustrious father of this child.
24

   "I feel greatly fortunate that I could calculate his astrological chart.  His name accordingly will be Sri Visvambhara.
25

   "He will be known to all as Navadvipa-Chandra (the moon of Navadvipa). He is spiritual bliss personified."
26

   The brahmin did not speak further about Lord Caitanya's pastime of accepting the renounced order of sannyasa since that would disturb the loving emotion of His parents.
27

   Sri Jagannatha Misra was enthralled with ecstasy over the descriptions of his son.  He immediately wanted to offer gifts to the brahmin.
28

   He was a poor man with few possessions, yet feeling great jubilation Sri Misra fell at the brahmin's feet and cried.
29

   The brahman also caught Sri Misra's feet, and everyone present
shouted "Hari, Hari" in great joy.
30
 

   The relatives and friends were all praise for the child, and they blessed Him as they heard the super-natural predictions about His future.
31

   Soon the musicians arrived playing their respective instruments - clay drums, flutes and shanhai (a reed instrument) – and filled the air with wonderful music.
32

   Ladies from the higher planets mingled freely yet unnoticed with the ladies from earth in this wonderful gathering.
33

   The mother of the demigods (Aditi) smiled and placed her right hand holding auspicious grass and paddy on the child's head to bless him saying, "Long life".
34

   "Please remain eternally in this material world and manifest Your pastimes".  This explained the expression "Long life".
35

   Srimati Sacidevi and the others noticed the extraordinary beauty of these ladies but they hesitated to inquire about their identity.
36

   The demigods respectfully took the dust from Sacidevi's feet, and she lost her speech in extreme exultation.
37

   Neither the Vedas nor Lord Ananta Sesa could describe the waves of jubilation that drowned Sri Jagannatha Misra's house.  Entire Nadia seemed to be present at Sacidevi's house to experience that indescribable joy.
38 & 39

   Wherever the people were - in their houses, or on the banks of the Ganga, or on the streets, - they all loudly chanted the Lord's name.
40

   Everyone jubilantly celebrated the Lord's birth, unknowingly thinking the festivity was actually for the lunar eclipse.
41

   Lord Caitanya appeared on the full moon night of the month of Phalguna; this day is the most worshippable by Lord Brahma and other great personalities.
42

   This day of the Lord's appearance is the holiest of holy occasions; this day is devotion personified.
43

   Lord Caitanya appeared on the full moon night of Phalguna and Lord Nityananda appeared on the 13th night of the waxing moon. Both these days are all auspicious and transcendental occasions.
44 & 45

   If one properly follows these two holy occasions he develops love of Godhead and cuts asunder the knots of material illusion.
46

   The appearance days of pure Vaishnava devotees like the appearance day of the Supreme Lord, are also all auspicious and transcendental.
47

   Whosoever hears the narrations of Lord Caitanya's birth is freed from all miseries in life and in death.
48

   Anyone who hears Lord Caitanya's pastimes immediately gets love of God and becomes his eternal servitor; he comes with the Lord each time He advents in this material world.
49

   The Adi Khanda text is wonderful to hear because it contains descriptions of Lord Caitanya's appearance.
50

   The Vedic literature describes these pastimes of the Lord as eternal, although He sometimes appears and sometimes disappears.
51

   Lord Caitanya's pastimes have no beginning and no end; I write them down by the mercy of the Lord.
52

   I offer my humble obeisances at the Lord's feet and at the feet of all His devotees.  I pray that I may be excused from all offenses.
53

   I, Vrndavana dasa, offer this song to the lotus feet of my life and soul, Lord Sri Krsna Caitanya and Lord Sri Nityananda Prabhu.
54

SRI CHAITANYA BHAGAVATA.
Adi Lila Chapter 4.

   All glories, all glories to the lotus feet-eyed, moon-like Lord Caitanya; all glories, all glories to all Your loving devotees.
1

   O Lord, look upon me mercifully so that my delusion is dispelled and I may be able to serve and worship You day and night.
2

   The wonderful appearance of the Lord increased the happiness of everyone in Srimati Sacidevi's house.  Both Sri Jagannatha Misra's and Srimati Sacidevi's hearts heaved joyous waves while looking at the Lord's beautiful face.
3 & 4

   Sri Visvarupa would pick up his brother in his arms and smile gleefully at the Supreme Lord, the abode of all transcendental joys.
5

   Friends and relatives lingered, surrounding the Lord affectionately all the time.
6

   Some chanted mantras of enchantments in the Lord's room for His protection.  The Vishnu Raksa mantra (invoking Lord Vishnu's protection) or Devi mantra (invoking Durga devi's protection) were chanted while some people circumambulated the Lord' house.
7

   And when the Lord would cry, shedding tears from His lotus eyes, only the sound of the holy name of Krsna would pacify Him.
8

   Finally everyone understood the secret message and whenever the Lord cried, they immediately chanted Lord Hari's name.
9

   The demigods were in a jovial mood and decided to play some practical jokes on the people who always surrounded Nimai.
10

   A demigod in a spiritual body stole quietly about the house, unseen by human eyes.  When the peopled saw a shadowy figure slither past they exclaimed, "There goes a thief!"
11

   Terror-stricken, some of them loudly chanted "Nrsimha! Nrsimha!", while others murmured the Aparajita Stotra (prayers to Parvati devi, wife of Lord Shiva) for protection.
12

   While many persons were going around the house chanting all different mantras and prayers, a great commotion was heard from inside Srimati Sacidevi's house.
13

   The demigods had assembled to see the Lord, but the people outside thought that thieves were entering.
14

   Some shouted, "Catch the thief! Thief!", while others continuously chanted, "Nrsimha, Nrsimha".
15

   A brahmin priest endowed with powers of exorcising ghosts threatened the invisible demigods, "You're lucky you got away today, but you do not know the tremendous power of Lord Nrsimha-deva."
16

   Unseen by anyone, the demigods laughed to themselves.  In this way a month passed.
17

   Completing her one-month of confinement, the period of contamination after childbirth, Srimati Sacidevi went for a bath in the Ganga with the other ladies.
18

   Amongst singing and joyous clamor Sacidevi bathed in the Ganga.  She worshipped Ganga devi and thereafter she worshipped a village goddess called Sasthi.
19

   After worshipping different demigods in accordance with proper rites Sacidevi returned with the satisfied ladies.
20

   According to the social custom, Sacidevi respectfully offered all the ladies roasted paddy, bananas, oil, vermilion powder, betel nuts and betel leaf.
21

   The ladies in turn blessed the child and offered respects to Sacidevi before they returned to their respective homes.
22

   In this way the Supreme Lord Caitanya performed His childhood pastimes.  Without the Lord's mercy these pastimes are incomprehensible.
23

   The lord as a child cried frequently.  His real intention in crying was to induce everyone to chant the Lord's holy name.
24

   The ladies tried one way or another to pacify Him, but He cried all the more.
25

   As soon as they chanted "Hari, Hari", a beaming smile spread across the Lord's exquisite moon-like face.
26

   Discovering that this pleased the Lord, everyone got together and repeated Lord Hari's name while clapping their hands.
27

   Happily everyone performed congregational chanting and Saci devi's house resounded with the Lord's name.
28

   Unknown to all, Lord Caitanya's childhood pastimes in Sri Jagannatha Misra's house were a facsimile to Gopala Krsna's childhood pastimes.
29

   When no one was present in a room, He would intentionally scatter things around after pouring milk, butter or oil on the floor.
30 & 31

   Forewarned that mother Saci devi was approaching, He would quickly lay down and start crying.
32

   Mother Saci devi would pacify Him by repeating Lord Hari's name until she noticed the different substances spread all over the floor.
33

   "Who has scattered the rice, wheat and dahl?  Why are these broken pots of curd and milk on the floor?
34

   No one could understand who had done this.  There was only the four-month-old baby in the house.
35

   Curiosity drew everyone to that room, but they could not find any trace of the culprit.
36

   Some conjectured, "A demon or ghost must have come, but due to the effect of the mantras it could not harm the baby.  Angry that it could do nothing to the child, it threw everything around and escaped".
37 & 38

   This incident left Sri Jagannatha Misra quite perplexed, but thinking it a providential interference, he did not comment.
39

   In spite of the extensive damage, both Sri Jagannatha Misra and Sacidevi felt their sorrows soothed by just looking at the child's face.
40

   Days passed wrapped in mystery until the day of the name giving ceremony arrived.
41

   Sri Nilambara Cakravarti and other learned scholars and friends assembled there.
42

   Respectable, chaste ladies who looked as fresh and glowing as Laksmi devi, the goddess of fortune, attended the ceremony in beautiful saris.
43

   Everyone discussed which name the child would have.  Some ladies made one suggestion while other ladies made another.
44

   "This child will have no younger brother or sisters, so being the last child of the family, he should be named Nimai", said one lady.
45

   After considering all points the scholars said there was one name appropriate for the child.
46

   As soon as He was born, famine ended in the land and the farmers were blessed with the long-awaited rain.
47

   Happy and healthy conditions returned to the land at His birth. It was similar to the ancient story of Lord Narayana protecting and upholding the universe during devastation.
48

   Hence, His name should be Sri Visvambhara (sustainer of the world).  This is confirmed in His horoscope, for He is the brightest torchbearer of His family.
49

   The name Nimai that the respected ladies gave will be His second name.
50

   The name was given at an auspicious moment when all the planetary indications were right and amidst readings of ”Bhagavad Gita, Srimad Bhagavatam, and the Vedas, etc. by the brahmins.
51

   The demigods and humans assembled together on this occasion and offered benedictions.  They chanted Lord Hari's all-auspicious holy names while blowing conch shells and ringing bells.
52

   Rice, paddy, books, roasted paddy, coins, gold and silver were placed for the child to hold (testing the child's tendency).
53

   Sri Jagannatha encouraged his son, "My dear Visvambhara, take whatever your heart desires".
54

   Sacidevi's son, the Supreme Lord, ignored all items and picked up the ”Srimad Bhagavatam and embraced it.
55

   The ladies loudly glorified the Lord.  Everyone was impressed and said, "He will be a great scholar".
56

   Some commented that the child would turn out to be an elevated Vaishnava devotee with the extraordinary capacity to easily grasp the imports of the scriptures.
57

   Whoever saw Lord Visvambhara's enchanting smile became drenched in showers of bliss.
58

   Once the ladies had the child on their laps, they would not put Him down.  This child, the Supreme Lord, is almost unapproachable even by demigods.
59

   And whenever the Lord started crying the ladies clapped their hands and chanted Lord Hari's name.
60

   Hearing the chanting the Lord swayed blissfully as though he were dancing on their laps.  This excited the ladies who in turn increased their chanting.
61

   The Supreme Lord, by His desire, had everyone constantly chanting the Lord's name, on any available pretext.
62

   The Vedas, ”Srimad Bhagavatam and other scriptures conclude that no undertaking reaches success without the Supreme Lord's desire.
63

   Sacidevi's son, the Supreme Lord Caitanya, grew day by day, motivating everyone to chant His own holy name.
64

   When the Lord began to crawl on His knees He looked most charming.  The small ankle bells on His feet were pleasing to hear.
65

   The Lord fearlessly moved around everywhere, catching anything he saw - fire, snakes, anything.
66

   One day a snake slithered through the courtyard and the Lord caught hold of him simply to enact another pastime.
67

   The Lord lay down on the coils of the snake.
68

   When the residents of the house saw Him they screamed in alarm, but the Lord calmly smiled and remained in that relaxed position.
69

   The people shouted, "Garuda! Garuda!" while Nimai's parents waited in anxiety.
70

   The snake, who was really Lord Ananta Sesa, started to slither away when he heard all the crying and commotion, but little Nimai tried to stop him.
71

   The ladies rushed over and grabbed up the Lord in their arms, each one blessing Him that he might have a long life.
72

   Some relatives tied a talisman on Nimai for his protection, while some chanted benediction hymns and others poured Ganga water on different parts of His body.
73

   Some of them thought that the child had got a new life while others realized that the snake was Ananta Sesa.
74

   The Supreme Lord Caitanya who was radiant like the moon, tried repeatedly to go back to the snake, but everyone stopped Him.
75

   These pastimes are not revealed even in the Vedas, and anyone who hears them is free from the bite of the serpent of material illusion.
76

   Lord Caitanya, the pleasure of Sacidevi soon toddled about the house.
77

   Lord Caitanya's extraordinary beauty eclipsed the beauty of millions of cupids: even the radiant moon longed to behold the Lord's beauty.
78

   Curly locks decorated His exquisitely formed head and with lotus-shaped eyes He looked like Gopala Krsna.
79

   His long arms stretched to His knees.  He had an expansive chest and reddish pink lips.  All His limbs were beautifully formed.
80

   His brilliant sun-red complexion was always attractive and His fingers, hands and feet were like blooming lotuses.
81

   The Lord's reddish complexion sometimes cause Sacimata anxiety; as the child ran about she kept thinking she could see red, gaping wounds.
82

   Sacidevi and Sri Jagannatha Misra were always struck with great wonder at the Lord's beauty. Although they were needy, their son was a source of unending joy for them.
83

   Together in seclusion they whispered to each other,  "I wonder what great personality has come as our son.
84

   "An elevated and distinguished personality has taken birth in our house; perhaps this will terminate all our material miseries.
85

  "I have never heard of any other child as wonderful as ours.  He smiles and dances without stopping when he hears the chanting of Lord Hari's name.
86

   "When He cries no amount of consoling will calm Him, but when He hears loud chanting of Lord Hari's name He stops crying and listens.
87

   "From early morning the ladies surrounded the Lord and loudly sing Lord Hari's name; they clap their hands in rhythm and the Lord dances gleefully."
88 & 89

   The Lord playfully rolled in the dust, then laughing he would jump into his mother's lap.
90

   The Lord danced, moving His body in such a manner that no one can contain his laughter.
91

   Nobody could understand how the Lord through his childish pranks motivated everyone to chant the holy name.
92

   The Lord was so vivacious and restless, fleeting in and out of the house, that no one could catch Him.
93

   Venturing out on His own, Nimai wanted to taste whatever he saw - roasted rice, banana, sandesh, etc.
94

   The Lord was so extremely attractive that strangers gave him whatever he requested.
95

   Strangers gave Him sandesh or banana, and pleased with His gifts the Lord returned home.  He then distributed the food to those ladies who sang Lord Hari's name.
96 & 97

   Everyone merrily applauded the child's ingenuity and continuously sang Lord Hari's name.
98

   The Lord wandered freely in and out of the house, whether morning, noon, evening or night.
99

   Daily He went to a friendly neighbor's house and mysteriously stole from him.
100

   In some houses He drank all the milk and in others He ate all the rice.  Wherever He found nothing to eat He was satisfied to break all the earthen pots.
101

   If He found a small child in any house He would tease him to tears, but when He was observed He fled.
102

   But if by chance some one caught Him, Nimai would catch the person's feet and plead.
103

  "Please let me go this one last time; I shall never come back again.  I will never steal anymore.  Please be merciful."
104

   Astounded by the boy's sharp intelligence, no one could remain angry with Him.  Ultimately everyone was affectionate towards Him.
105

   People were naturally captivated just by seeing Him, and parents loved Him more than they loved their own children.
106

   The Lord of Vaikuntha, Lord Caitanya, passed His childhood in this manner, moving and mischievous.
107

   One day two thieves saw the Lord roaming about the streets alone. Seeing His fine ornaments, they conspired to steal them.
108 & 109

   One of the thieves picked Him up saying "Oh dear! Oh dear!", while the other joined him saying, "Where have you been for so long?"
110

   "Come quickly home, dear", the thieves said.  The lord smiled and replied, "Yes, let us go home."
111

   Busily the two thieves sped away with the Lord in their arms while the street onlookers ignorantly thought that the rightful guardians had taken their child.
112

   Teeming thousands of people were on the streets, but all were strangers to each other.  The thieves were happy with themselves and with the ornaments on the child.
113

   Overtaken by greed the thieves were trying to eat the imaginary pie-in-the-sky thinking they would surely steal the golden bangles.
114

   They carried Him on their shoulders toward their hideout while the Lord rode along chuckling to Himself.
115

   One thief passed a sandesh into the Lord's hand, while the other said comfortingly, "We have almost reached home".
116

   The thieves had kidnapped the Lord and run far away when the Lord's relatives began to search for Him.
117

   "Visvambhara! Come home, Nimai!" they shouted .
118

Everyone grew frantic and restless like fish out of water.
119

   In distress they remembered Lord Govinda while far away the thieves carried Nimai toward their house.
120

   Deluded by the Supreme Lord's illusory potency "maya", the thieves mistook the way  to their hideout; they arrived instead at the residence of Sri Jagannatha Misra.
121

   The bewildered thieves thought they were in their own house, so they busied themselves trying to remove the Lord's ornaments.
122

   "Get down now.  We are home." said the thieves, and the Lord replied, "Yes, yes put me down."
123

   Inside Sri Jagannatha Misra's house everyone sat around with their heads in their hands in utter despair.
124

   The beguiled thieves took the Lord down from their shoulders, thinking the house to be their own.
125

   As soon as Nimai was on the ground He ran straight to his father.  A joyous uproar shook the house as the relatives loudly chanted, "Hari, Hari".
126

   An understandable transformation overwhelmed the people as if life had returned to their bodies.
127

   The thieves realized that the house was not their own, but they could not recognize where they were.
128

   Taking advantage of the commotion, the fearful thieves stealthily left the place without being noticed by anyone.
129

   Reflecting on the strange and wonderful incident, the thieves thought, "Who is playing tricks with us?"
130

   "Candidevi (goddess Durga) certainly saved us today," they said after regaining their composure.  Then they embrace each other.
131

   The thieves actually gained immeasurable piety and good fortune because they carried the Supreme Personality of Godhead on their shoulders.
132

   In Sri Jagannatha Misra's house the happy relatives asked, "Who brought the child back?  We should offer him nice gifts and tie a turban on his head."
133

   Some one said, "I saw two persons come with the child, put him down and leave, but I do not know which direction they went after that.
134

  Everyone was surprised that whoever brought the child back did not stay to be acknowledged.
135

   They turned to Nimai and asked, "Our dear child, tell us who brought you back.  We are puzzled."
136

   The Lord replied, "I went to the banks of the Ganga but I lost my way home and was roaming about in the town.  Two persons took me in their arms and brought me home".
137 & 138

   "The words of the scriptures are never wrong, The unseen hand of God always protects children, old persons and the helpless, "they all said.
139

   Being bewildered by the Lord's illusory energy "maya" the relatives conjectured in many ways.
140

   The Supreme Lord performed His wonderful pastimes in this manner; no one can understand them without the Lord's direct mercy.
141

   Whoever hears these narrations - which are a mystery even in the Vedas - can easily get undeviating devotion at Lord Caitanya's lotus feet.
142

   I, Vrndavana dasa, offer my humble song at the lotus feet of Sri Krsna Caitanya and Sri Nityananda Prabhu, who are my life and soul.
143