I'm biased because I loathe smoking, and also have a baby. I wouldn't even invite chain smokers to my home.
That being said, this is an obvious one. The umbrella is sooo far from a need, it's barely an icing on the cake -type want. I'm wondering if these are the types of purchasing "dilemmas" that led to your large amount of consumer debt in the first place. Are you willing to buy a shade for your chain smoking guests that you will pay (insert highest credit card interest rate here)% extra for? As long as you have that debt, you should be asking yourself that question each and every time you spend a dollar. Am I willing to spend not only this dollar but X% extra to buy this item? Yes, you have to pay your mortgage and you have to buy food. You have to get to work and you have to diaper your baby. But once these basics are covered, you should assign every available dollar to debt, you shouldn't have a spendable cushion at this point (not to be confused with an emergency fund, which you do need).
Once your consumer debt is gone, you can start to make slightly less panicky sounding decisions. Like, is it better pay off my low-interest student debt or save more on my 401K?
Once you got allllll the debt paid off, you can make decisions like, do i want a patio umbrella or to retire earlier? At that point it's 100% up to you.
P.s. I actually hope you have a great time with your guests this weekend. I hope hearing us all bashing smoking on this thread doesn't make you scowl at them when they light up. That would make for an unpleasant weekend. Good luck with your new baby, as well. We were also in super - panicky debt pay down mode when we had our first. You can do it and be a great parent at the same time. I promise!