What Are Babies Born Knowing How To Do?

Precious little.

Things like yawning, breathing and swallowing are innate bodily functions, but to be honest, some babies (especially premature ones) aren't even very good at these things.

Otherwise newborns have several reflexes which we might almost think of as behaviours:

They turn their heads if their cheeks are stroked.  This is called the rooting reflex (looking for the breast, they also often snort like mad when doing it).  

They have a startle or "moro" reflex,  spreading their arms out suddenly if scared.  This is grabbing onto mother's fur if threatened to fall off, and related to the Darwinian Reflex (grasping with hands) and Babinski's Reflex (grasping with feet).

Newborns will often also do a walking type motion if held upright, or a swimming type motion when held on their tummies.

Several of these reflexes disappear after the first few weeks.

Absolutely everything else a baby has to learn, that includes things as basic as putting hands out to stop falling flat on one's face.  Part of the reason babies cry so much with frustration is because they just do have so much to learn.