Based on Tinbergen's view of the study of behavioural development we describe some recent advances and their importance in this field. We argue that the study of behavioural development should combine both proximate and ultimate approaches, and can help to understand how early subtle environmental factors shape consistent individual variation both between and within sexes. This is illustrated by reviewing the profound effects of incubation temperature on the development of brain and social behaviour in the leopard gecko, a species with temperature-dependent sex determination, and the effects of early exposure to steroid hormones on social behaviour in rodents and especially birds. Both are maternal effects: incubation temperature can be partly determined by the nest site where the mother deposited her eggs, while in both oviparous and viviparous vertebrates maternal hormones reach and influence the embryo. In the gecko, incubation temperature affects sexual and aggressive behaviour, growth, the hypothalamus-pituitary-gonadal axis, as well as the size, connectivity and metabolic capacity of certain brain areas. In this way not only is the gonad type determined, but so too is the morphological, physiological, neural, and behavioural phenotype established that explains much of within-sex variation. In rodents, maternal hormones affect similar aspects. In avian species, maternal hormones, deposited in the eggs, vary systematically between and within clutches and have both short- and long-lasting effects on competitive behaviour. Evidence suggests that mothers adaptively adjust hormone allocation to the environmental context. In addition, we discuss some effects of postnatal experience on behavioural development in geckos, mice and bird species. Our results also illustrate how the study of animal models other than rodents can help in understanding important developmental processes.