Baby clothes sizes!

This is probably going to sound stupid. But I'm a FTM and really am not sure what I'm doing clothing wise.. Anyways are Newborn outfits and 0-3 different?? I always assumed newborn and 0-3 were the same size for some reason, probably cause of the 0.. It seems like they are different though. Can anyone shed some light on this for me?? Lol.. Don't judge me!