Baby costume can be very comfortable, you can wear just a jumpsuit and that's it. You can choose pink or blue costume and add for instance a bottle for babies and a pacifier - you can use enlarged toy or regular pacifier.
In some baby costume sets you'll get just large (fake) diaper instead of jumpsuit and a bib and sometimes baby cap is added too.
Baby boy by papapishu (Public Domain License), Openclipart
You can also take a little baby toy with you like colorful rattle or teddy bear and little blanket would look just fine too.
This costume is great as a group costume too. You can go to Halloween party or trick-or-treating with your family or friends as a group of babies. You can all wear the same outfit (maybe in different colors) or one can wear jumpsuit and another just a diaper. As you can see that there are really a lot of options with baby costume for adults.