Between 8 and 12 months, babies begin displaying stronger preferences for certain people and select their favorite toys, which they focus on and play with for longer periods. They may also protest more vigorously if these toys or objects are taken away from them. Many babies choose a special toy or object (like a blanket) as a source of emotional support that they will keep with them for years to come.
References:
Shelov, S. P. (Editor-in-Chief). (2004). Caring for Your Baby and Young Child: Birth to Age 5. The American Association of Pediatrics. Revised edition. New York: Bantam Books.