OK if you are going to start solids so early, i would be very very wary of finger foods such as bread right now (just you mentioned bread ), they just do not have the head control and tongue control to eat proper finger foods at this age apart from small cubes of very steamed veg etc . I would stick with the purees until six months and to look at the blw thread.... and introduce plain veggies and fruits, be wary of wheat as well.
The reason 6 months is now recommended is obviously due to the increase in allergies, and we know more about this nowadays than my own mother did (started on solids at 3 months I was).
Both my children were started on solids at 4 months (Jack was huge, but I just did it as h.v. told me too) and Abbi had bad reflux so I had to. So as I said, if you want to start I would stick with fruit and veg, as cereal can be very constipating.
Good luck and hope that helps a little
(posted at same time as Freyas mum, wonderful advice there from her)