Fun Fact: January 6th, or "Kings Day", is the official start of the Carnival season in New Orleans. As part of the celebration of Mardi Gras, it is traditional to bake an oval cake in honor of the three kings - the King Cake.
Each cake is decorated in the traditional Mardi Gras colors and a small baby is baked inside. Finding the baby is considered good luck.
It also means you have to bring the next King Cake!