Remember these are just common terms (US, along with some other terms) and suggested hook sizes. The beauty of crochet is you can be creative, and do anything you would like! There is no right, or wrong.
Note: Never use rough wool yarn for a preemie/baby hat. Wool yarn is usually too scratchy. Only use soft yarn for baby hats, and extra soft yarn for preemie hats.
Yarn Weight Terms Suggested Hook Size
0, Lace, Thread 1.50-2.50mm
1, Super Fine, Sock, Fingering, Baby 2.25-3.50mm, B to E
2, Fine, Sport, Baby 3.50-4.5mm, E to 7
3, Light, Light Worsted, DK 4.5-5.5mm, 7 to I
4, Medium, Worsted, Afghan, Aran 5.5-6.5mm, I to K
5, Bulky, Craft, Rag, Chunky 6.5-9mm, K to M
6, Super Bulky, Roving 9-16mm, M to Q
7, Jumbo, Roving 16mm+, Q+