While traveling in the south of Ireland, I stopped by the Kerry Peninsula and stayed in a beautiful little cottage on a sheep farm. More sheep were being born every day. Each sheep stays with its mother after being born and it's so cute to see all the lamps matched with their mothers. Both the mothers and the babies get colored markings on their back which denote different information to the farmer such as whether any are sick, the mothers are still pregnant, the gender of the babies, etc.
Baby sheep are pretty small, but they actually usually learn how to walk on the first day they are born. They usually have white or grey wool, which is not like feathers or fur but kind of feels like dense cotton balls. They don't actually feel very soft, but are very fun to hold.
My sister and I were so excited to see the baby lambs. They jump very high in the air when playing in the fields. Sheep can be rather loud, though, and they bleat (the sound that sheep make) at all times of the day.