In this case, you don't say "the baby has a soft skin" in the same way you don't say "this is a bad music", you just say "this is bad music". This is because "skin" and "music" are "uncount nouns". Uncount nouns are nouns that you can't place a number in front of like "5 music" (you would say "5 songs"). The rule is that you never place "a" in front of uncount nouns, but you can put "the" in front of them sometimes, like in "I like the music." You can only put "the" if you are talking about a certain example of something. If music is playing and you like it, then you could say "I like the music", but when you say "I like music" you are just saying that you like music in general.
I used "music" as the example because skin can be an uncount noun and a count noun. In "the baby has soft skin" it is an uncount noun, but it is a count noun in "he bought ten crocodile skins" because it is plural.
This site gives pretty much all the rules regarding articles.