Usually a sister or mom would throw one, or maybe a cousin or friend. You could have your own too. Google search baby shower games and get some snacks invite some people over. It doesn't have to be fancy but its a good time and people like celebrating a new baby. With my first baby we had it after she was born since I had her the week before Xmas and it was too busy. I got stuff I really needed that way. Good luck!
Has anyone offered to throw you one? If not, you can throw your own. Rent a place, or do it at home, decorations, cake, snacks, games, etc! It's really easy. I'm doing mine Nov. 4th, a lot of ladies are doing theirs in Nov. that are due in Jan., to beat the holidays.