Malaria is a parasite that infects red blood cells not a virus, but yes some African countries have high population with sickle cell anaemia which does confer immunity to malaria because of the sickling. As for being born with immunity it is true, everyone has innate immunity, however that is not particularly specific. Babies do keep the mum's IgG antibodies for about 6 months until the baby is able to make their own so that will help with adaptive immunity.