By the time your baby is about 6 months old, he will likely show interest in feeding himself. And now might be the time to invest in a shower curtain or rug to cover the floor under his high chair because he's about to make a big 'ol mess.
This behavior is a natural, normal part of his development and it should be encouraged. He is gaining independence and new fine motor skills.
There is a new trend in parenting called "Baby Led Weaning" which essentially eliminates the need for pureed foods. The premise is that baby eats the same foods as the family, when he is ready to eat on his own, using his pincers to grab morsels of food.
While baby led weaning encourages greater independence, sometimes smaller bites of food can be a choking hazard because he was not learned to properly chew and swallow food.
NurtureBaby recommends starting baby on pureed foods and allowing self-feeding only after baby has grown accustomed to chunkier textures.