The most beloved month for the Messenger of Allah ﷺ to fast was Shaban, which he would then connect to Ramadan.
كان أحب الشهور إلى رسول الله ﷺ أن يصومه: شعبان، ثم يصله برمضان.
Dawud (2431) narrated it from Imam Ahmad, and it is found in his Musnad (25548), from Abdul-Rahman bin Mahdi, from Muawiya bin Salih, from Abdullah bin Abu Qays, who heard Ayesha say [what follows]. Nasai also narrated it (2350), and Ibn Khuzayma (2077) and Hakim (1/434) graded it sahih, all of them by way of Muawiya bin Salih, with the same wording, and its chain of transmission is sahih.As for Hakim's statement that it is "sahih according to the criteria of the two Shaykhs," this contains an error, for Bukhari did not narrate from Muawiya bin Salih, as Dhahabi noted in Mizan.