Obviously yes, how do you want to be born if you don't exist... I don't quite understand the question (especially after reading the other answers, hehe).
Let's see, if we didn't exist until after 9 months there couldn't be premature children, right? There are people born at 25 weeks gestation.
Although if you ask at what point we are aware of ourselves, I don't know, because memory develops over the years and it seems that it does not go hand in hand with the development of self-awareness, so most people have no memory of when they were little and have the feeling that they suddenly appeared one fine day (when they were probably already doing their mischief before according to a personality of their own in full construction).
//
Evidentment que si, com vols néixer si no existeixes... no acabo d'entendre la pregunta (sobretot després de llegir les altres respostes, jeje).
A veure, si no existíssim fins després dels 9 mesos no podría haver-hi nens prematurs, no?. Hi ha gent que ha nascut amb 25 setmanes de gestació..
Tot i que si preguntes en quin moment sóm conscients de nosaltres mateixos, doncs no ho se pas, perquè la memória es va desenvolupant al llarg dels anys i sembla que no va aparellada al desenvolupament de la auto-consciéncia, raó per la qual la majoría de la gent no te records de quan era petit i tenen la sensació de que van aparéixer de cop un bon día (quan segurament ja feien abans les seves entremaliadures d'acord amb una personalitat própia en plena construcció).