They have welcomed their first children into the world Ava Elisabeth, Bella Annie and Kenzie Lee amid the evolving coronavirus pandemic, but say it hasn't proved too much of a hassle.

Born at almost 34 weeks at the Royal Women's Hospital on August 3 at 11.16am, 11.18am and 11.21am, Ava, Bella and Kenzie are fraternal, natural trichorionic triamniotic (TCTA) triplets who look very similar despite not being identical.

Nicknamed A, B and C before birth, the girls were born in order of their nicknames and have already shown their parents their distinct personalities.

"We can tell them apart when we're with them but looking through photos it can be hard," Mrs Pilgrim laughed.

"Ava is chilled, quiet and content, Bella in the womb was in the middle and would do big stretches like Mexican waves and she's the same now; very active and loves food, she's the biggest by 200 grams. Kenzie was always the littlest until the last couple of weeks, she's the most wiggly and vocal so we call her little squeak.

"Kenzie was a lotus baby meaning she was born in sack. There's an old wives tale which says lotus babies will always be safe near water and have good fortune.

"There's a lot of these little things we've enjoyed already."

When the Warrnambool couple went in for their first scan at eight weeks and three days they thought they would be meeting one baby and were shocked when they found out there were three given no family history of twins, let alone triplets, for either parent.

"We slightly panicked and didn't believe it because we didn't understand what we were seeing," Mrs Pilgrim said.

"It took us a week-to-two weeks to realise and accept what was happening.

"I was sent to Melbourne for care almost immediately after. We had a lot of back and forth travel and by about 24 weeks I was going in for weekly appointments and then I stayed.

"We've been really calm throughout the whole journey and embraced it. There's a lot of risks for multiple births but we had no health concerns."

Through all the travel the couple have been well prepared for the arrivals, stocking up on three bassinets, change tables and prams alongside plenty of nappies and clothes.

Luckily the Pilgrims bought a four-bedroom house about 18-months-ago and said they could one day easily convert a study into a bedroom. But they did have to upgrade their car.

There has been some extra restrictions due to the pandemic, but the new family-of-five have taken them all in their stride.

"At no time did we see any negatives," Mr Pilgrim said.

"Coronavirus has been horrible in the sense that the last week before the girls were born I was limited to one visit for two hours a day because stage four restrictions came in.

"Thankfully now, restrictions in hospital limit one parent per child, so because we have three, we can both be here."

The Pilgrim family is still in Melbourne and awaiting the availability of beds to transfer home to Warrnambool hospital. The new parents are eager to bring their girls home to meet their grandparents Darren and Tracey Parker and Lorna and Stuart Pilgrim, as they're the first grandchildren on both sides.

"Our family has supported us so much, we're very blessed to have them," Mrs Pilgrim said.

"It's been extremely hard not to have them by our sides. The moment they were born and stable, we sent them the photos and had a phone call to try to replicate the moment as much as possible.

"It will be a very emotional day when we all get to meet again."

At the moment the parents are spending as much time as they can by their girls' sides.

"They're going fantastic and almost breaking records," Mr Pilgrim beamed.

"Only one needed breathing assistance but that was only for six hours. They're all taking full feeds, at either their birth weight or past it.

"They've got a full bill of health for transfer which is almost unheard.

"They're our little miracle triplets."

Despite some difficulties, Mr and Mrs Pilgrim have remained positive and brave for their little girls.

"It's about cherishing all the little moments we can," Mrs Pilgrim said.

"If COVID has taught us anything, it's to enjoy every moment for what it is together as a family."

Listen to the latest episode of our weekly episode The Booletin and Beyond:

Have you signed up to The Standard's daily newsletter and breaking news emails? You can register below and make sure you are up to date with everything that's happening in the south-west.