"It is my first time away from being a father. You know, it's amazing having a daughter that every minute you want to be with her. And of course she does something awesome. Like, she found her thumb yesterday so she started sucking her thumb yesterday and I wasn't there. I didn't see it and I was like, 'Ugh!' but it's good." New dad Kevin Jonas is sad to have missed his baby girl's first milestone. The singer and his wife Danielle became first time parents to little Alena Rose on 2 February (14).