If you put a red ball in front of a young infant, it may bring him happiness, intrigue, and delight. However, if you take the ball and hide it, you may notice that he won't even bother searching for the ball -- he may not even react at all. This is because he does not yet understand that the ball still exists, even though it is out of sight. He doesn't have the ability to picture the ball or figure out what happened to it. As far as he's concerned, "the ball is gone -- what's next?"
As time goes on, infants slowly develop the ability to remember, process, and actually think like a real person. The greatest proof of this is how your baby reacts when you leave the room. If you hide from a 4 to 7 month old, he may get upset because he is beginning to remember things, particularly you, and is genuinely afraid of losing you. With you hidden, he is unsure that you still exist. In a world with limited object permanence and hints of memory, you being out of sight can be a really scary thing.
As these mental skills develop over the next few months before object permanence is understood, he may get clingy and nervous that you might disappear from him. This is called separation anxiety and is the result of him not fully understanding that you continue to exist when you are out of sight.
(Click Separation Anxiety to learn more about it and the things you can do to minimize it.)
Your baby is learning so much every day. Her brain is developing so that she can process information she receives in a productive and meaningful way. The best thing that you can do to help her grasp object permanence is to give her a secure and dependable environment to learn in. Offer her a routine that is both easy and consistent. This will help your baby develop a sense of continuity and permanence. It will also help to build on his existing attachment to you in the form of trust.
When a child finally grasps the concept of object permanence and is capable of creating a mental picture of the things she sees, it can be really exciting. One day you can watch your child lose interest when you hide an object, and the next day she will search for it even after it is out of sight. It's great to see your child achieve this milestone and even funny when they look at you as if to say "Hey, I know what you've done!"