Jay Williams is a married man — with a daughter on the way!

The ESPN college basketball analyst tied the knot with fiancée Nikki Bonacorsi on May 3, then attended a reveal party for their baby on the way two days later at Brooklyn Botanical Gardens to find out whether they’d be welcoming a son or daughter.

Williams, 36, and Bonacorsi lined up with three other duos to pop four large black balloons filled with confetti, which exploded in a shower of pink. But the dad-to-be wasn’t surprised.

“I woke up in the middle of the night, stared at my wife and thought to myself, wow!” he tells PEOPLE exclusively. “I had just woken up from a dream that I walked in late at night with my suitcase in hand from some kind of trip. I saw two figures on the couch with their backs to me, watching some kind of movie. One was my wife, for sure, but the other was a lot smaller and had frizzy hair.”

“Before I knew it, I heard a voice that said, ‘Daddy come watch the movie with us.’ I woke up from that moment knowing/feeling that we were having a special girl come into our life,” he adds. “We are blessed for Amelia Brooklyn-Rose Williams.”

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“It’s beyond me but I try more and more to listen to the signs,” Williams wrote in an Instagram post, sharing a video from the reveal bash. “My reaction in this video is real bc it just confirmed what I already knew.. that my beautiful wife @nbonacorsi and I would be so lucky to bring Amelia Brooklyn-Rose Williams into this world.”

“I just pray I can lead her and my family in the right direction on a daily basis,” he continued. “Thank you to everyone who came in for our special day and to everyone who sends us positivity. We send you the same.”

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Williams’ rep confirmed to PEOPLE exclusively in April that he and his beloved were “thrilled” to be welcoming their first child together, who is due to arrive Oct. 5.

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Williams proposed to Bonacorsi this past New Year’s Eve, renting out a suite at 1 Hotel Brooklyn Bridge for a private romantic dinner. “The @1hotels at Brooklyn Bridge Park & @stephaniegottlieb absolutely crushed the game for @nbonacorsi & I,” he captioned a sweet video taken after the proposal.

“Thank you for the amazing suite & a massive thank you to Stephanie for the design & build out of her magnificent ring,” Williams added. “And thank you to @tomford for the digs.”

On top of his duties at ESPN, former Chicago Bulls point guard Williams has been filming a new YouTube docu-series called Best Shot, which is executive produced by LeBron James.

Best Shot — slated for a summer release — follows a group of high-school students who, despite their circumstances, strive toward their dreams of playing professional basketball.

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