DK yarn is a weight of yarn called Double Knit. It's a nice,light yarn that I use in a lot of my baby knitting.
Most yarns have their weight listed on the ball band, like DK, Chunky, Aran etc. If you are looking for a particular kind of yarn, just ask anyone working in the shop you're at and they'll point you in the right direction.
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"The way I see it, if you want the rainbow you have to put up with the rain" ~Dolly Parton http://knit-wit.blog-city.com