my personal experience with this, is that I have brainwashed several of my younger cousins with MJ, when I was a kid myself. what I did, was just put on a video with him, and they would sit there starring at the screen, absolutely mesmerized. usually something where he dances a lot. what kids always seems to be most fascinated with, is the dancing. also, if there's something like a story they can follow, like with pretty much any of his videos, to look at, that is something that also catch them. even if they don't understand the language, they still somewhat understand the story, because they are usually so simple
these were toddlers/up to 6 years old kids. I don't know about infants, never tried it. but what I would do if I had one, I think I would just play it his music until it becomes big enough to watch video. like you suggested yourself, start out with the soft songs. I would imagine that it would like that, and maybe even calm it down
as for what not to show them, that really depends on the person. I had one cousin, when he was about 7, was very interested in MJ and horror in general. so I spend a lot of time talking to him about the Thriller video, and he always asked me about it, what is was about, and I had to explain everything in detail. he thought it sounded so exciting. so one day, him and his mom visited me (this was when I was an adult and had moved out), where the plan was to show him the video, but made him promise that if it was too scary, to tell me to stop it. I did ask his mom and she said that it doesn't bother him (scary stuff), and as long as it's MJ, it's fine. hmmm ok. I was the same way when I was little. I loved horror and it didn't scare me. so he watched it and he loved it