Enjoy them!
We are relatively new to sheep and have primitives .... Soay.
First year lambing we took advice of our local farmer and good friend and penned ewe and lambs after birth ... just for 24 hrs. This was due to danger from foxes/badgers. Neighbour said that singles were usually okay but more danger if twins and fox/badger would know it was easier to pick one of these off as mum protected the other. They did okay being penned but seemed a bit stressed as they are not used to being confined and don't seem to take to it too well.
Next year we left them outdoors and didn't pen at all. No problems and they seemed very relaxed. Our ewes have tended to lamb near the rest of the flock ..... they don't seem to particularly take themselves off somewhere quiet and have seen on several occasions the other ewes gather around the lambing ewe! They don't interfere but stand over her.
Once the lambs are a few days old they sleep pretty much together in the centre of the flock.
We might have been lucky but will try leaving them outdoors again next time we lamb.
They do look so tiny and vulnerable, especially the twins and we did worry a bit when ours were born on really cold, frosty nights/days but they seem to cope well. Hardly ever caught ours suckle in the first few days but checked mouths were warm and felt tummies were round if we were concerned. I'm told it's the cold rain that harms them more than cold dry weather.
Hope all goes well for you.
