DK, also known as light worsted is a weight of yarn. Here's a chart -
Comfort comes in worsted or DK weight. I've made a couple baby sweaters with Comfort worsted in garter stitch. It is a very splitty yarn, but it's really soft and I liked the way the stitches came out. What size needle are you using?
Baby yarn seems to be about sport to DK weight usually. Fingering is what sock yarn is.
Here are links to the most recent one I did so you can see how the yarn looks-