This is a first-night item, not a truck item, pack it with the diapers and pajamas so bedtime routine survives the move intact.
Pro tip: Pack it directly in the same bag as the crib sheets and pajamas, since it is genuinely a first-night-priority item.
Watch out: Do not leave batteries in a white noise machine that will sit packed for more than a few weeks, they can corrode and damage the battery contacts.