When to Say No
Once your baby's about 9 months old, it's wise to tell him "no" when he's heading for trouble.
He may not be able to talk, but he can understand you -- and the last thing you want is for him to turn into a toddler who hasn't learned that there are limits.
Use the word judiciously -- when he's about to do something dangerous, or you really mean it -- so he doesn't start tuning it out or become afraid to try new things. Starting earlier than 9 months likely won't get you anywhere; with younger babies, redirection (giving him a toy rather than, say, your wallet) is still best.
When you do say no, add a (brief) reason, and tell him something else he can do ("No! The stairs aren't safe. Let's play over here."). Soon enough, he'll know that "no" means, well, no.