A baby sleeping through the night has more to do with a baby’s development, size, and sleep routine (where the baby learns to fall asleep on his/her own) than what the baby is eating. The fact is that most babies are ready to sleep through the night at around 4-6 months of age. It just so happens that 4-6 months is the age at which most parents start feeding an infant cereal. (Note: The official recommendation from The American Academy of Pediatrics is to wait until 6 months of age before introducing solids.)
I think the myth originates from the idea that cereal will “stay in the stomach longer” or keep a baby “fuller longer.” The truth is, just because cereal is thicker doesn’t mean it will sit in the stomach longer or satiate a baby better than milk. Cereal is largely a starch, a quick source of energy that is easily digested. With this logic (albeit irrational), if we were going to feed our babies something that stuck or lasted longer, we should give them foods high in fat because fats are the slowest to digest.
So what’s the harm in trying? After all, most grandmothers are pushing moms to try solids — that’s what they did for their children and it worked, right? Wrong. Introducing solids too early can lead to food allergies, be hard on an infant’s relatively immature digestive system, and lead to choking (babies may not be mature enough to swallow properly).