One milestone that has always given me major anxiety is stair climbing. At the moment, we have at least four baby gates in our semi-open floor plan house, two of which are always at the bottom and top of the stairs. No matter how comfortable my baby gets with the process of climbing the stairs, I know that a fall is inevitable and I try to put it off as long as possible.
Climbing the stairs is a complicated task for a baby, but he'll try just as soon as he can make it over to them. The act of crawling up the stairs requires a lot of coordination and a lot of determination (the latter usually coming quite a while before the former). Though a lot of babies won't take their first steps until they are confident enough, that doesn't seem to ever be a problem with climbing the stairs (not in my experience, anyway)!
My babies would all know exactly when I had forgotten to put the gate up at the bottom of the stairs and crawl over to them before I had even realized what I had done. Even under constant supervision, I think babies are born with an innate ability to make it to the stairs first, and get to the second or third step before you catch up with them. But, it makes them so happy when you let them climb up on their own, with you right behind them! I love seeing a little baby bottom making its way up the stairs, with a proud little face glancing back at me every few steps.
It always makes him happy when I let him climb up the stairs to go to nap or bed, and it saves my back from carrying him up. Now, going down the stairs is another matter altogether...