What should I do to have a healthy baby?

Everything. Everything you were taught, everything you will learn & seek advice from other women who have had healthy children.
Healthy lifestyle. Of course, nature would be rooting for everybody to have a great chance to get a healthy baby. You could also help with a healthy diet, normal weight and nutrition, no mood disorder or other mental health (untreated), hopefully a sound relationship and supportive, healthy lifestyle, and most of all love and commitment to the baby from even before getting pregnant.
Pregnancy. If you are thinking about conceiving, start taking a prenatal vitamin. Eat plenty of fruits and vegetables. Avoid caffeine, processed foods, fatty and fried foods. Exercise on a regular basis. Decrease your stress and get plenty of rest.