Installing baseboards
MDF isn't a terrible choice since it's cheap, easy to work with, and dimensionally stable, but it will be ruined if a decent amount of moisture ever penetrates into it, and the glue used to bind the wood particles together is full of formaldehyde, which is a known carcinogen. Wear a respirator while you're cutting it. If this stuff is for a kid's room, definitely prime all sides after cutting to seal as much of the formaldehyde inside, and maybe even leave the cut, un-primed boards in a ventilated area of the garage for a few weeks or months to let it do most of its off-gassing there rather than inside the house.