How often did you bathe your newborn? Do you need to wash their hair with shampoo at each bath time?

I didn't use shampoo. But I gave my babies a bath once a day, and if I had to take them out of the house, I'd give them a bath whenever we got back. It also depends on the weather though. On cold days, I could skip a full bath and just use wipes or a sponge to clean the folds in their skin.