Sometimes "the new arrival" means a new baby. I'm not sure if that is the case here.
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Marius HancuYes, baby, in this context.Or an alien.
In other contexts, it might mean "the new employee."
AnnvanMostly likely the "new arrival" is a baby, but it could be a funny way of referring to a new pet, e.g. a cat or a dog...Or a messiah.