Should I explicitly state that a form field only accepts a specific input format?

My site has a lot of fields that accept a certain format of input only. Do I need to show users that this is the case, or can I rely on them inferring it?

For example, is it better to do this:

              First Name:  [_____]
               Last Name:  [_____]
   Mobile Phone (Number):  [_____]
Date of Birth (DD/MM/YY):  [_____]
   Time of Birth (hh:mm):  [_____]

or this:

              First Name:  [_____]
               Last Name:  [_____]
            Mobile Phone:  [_____]
           Date of Birth:  [_____]
           Time of Birth:  [_____]

or even a combination or the two?

I can understand date fields being confusing, but we already have a global setting to swap between mm/dd or dd/mm so the users should be in the environment they prefer already, and in addition, focusing on the text field opens up a date picker which allows for selection of the date from a calendar.