The most beloved of months for the Messenger of Allah ﷺ to fast was Shaban, which he would then join to Ramadan.
حدثنا أحمد بن حنبل حدثنا عبد الرحمن بن مهدي عن معاوية بن صالح عن عبد الله بن أبي قيس سمع
كان أحب الشهور إلى رسول الله ﷺ أن يصومه شعبان ثم يصله برمضان
Its isnad is sahih. Nasai narrated it in Sawm, in the chapter on the Prophet's fasting ﷺ, may my father and mother be sacrificed for him, mentioning the disagreement among those who transmitted the report about that, hadith no. 2352, from the hadith of Muawiya bin Salih through this route. It is also found in Musnad Ahmad, 6/188.