So fun! Congrats! Pinterest is full of Halloween themed ideas for a baby shower.
It has been YEARS since I had one but I went to one a couple of years ago that asked for board books instead of cards and I love, love helping build a reading library. A take away gift they did was book marks with quotes from popular children's books. You can even decorate with Halloween themed board books for her to have for the baby. (I am all about the books...can you tell?) My boys are 13 and 19 and I still put out board books/kid books for each season