I missed a lot of last season, and watching the new episodes i was confused about what was going on! Can someone please explain to me what happened to walt, who is the father of the new baby, and anything else that might help me understand whats going on. I would really appreciate any information.

Download the last season from Itunes to catch up.

Walt is dead as you might have figured out. He tried to save Purdy who was trapped in a chapel on fire in the premiere of season 6 and he died in that fire. The father of Sarah's baby is Walt. But for the rest it's best if you invest in downloading the season 5 eps from Itunes or buy the DVD set because way too much has happened to explain it all.