On your lens you will see markings along the focus ring that usually correspond to the distance away that you want to be in focus. Infinity focus in basic terms is when you want everything far away from you to be in focus. So if you’re manually focusing, turning the ring to the infinity symbol (on our lenses that’s usually all the way to the right) sets the focus to infinity.
I’m assuming that you’re using a tripod and a long exposure to take your night sky pictures, because obviously the focus is going to be off if you’re holding the camera during a longer exposure. It’s hard for auto focus to determine what the subject is when you’re taking a picture in the dark or of the night sky since so much of your subject is just black, so switching to manual focus is probably best. orionid says using Live View can be helpful too – you can zoom in on your view on specific stars to tweak the manual focus. I usually use it for macro photography where depth of field is difficult to determine through the eyepiece, but you can also use it to minimize vibrations on your tripod and keep yourself from having to stoop over to look through the eyepiece.
If you’re having a hard time seeing in the dark, before you go outside, spend some time in a dimly lit room to start the adjustment period. Then when you go outside close your eyes and hold them closed for 10-15 seconds at a time over the course of a few minutes. Every time you open you eyes, you should be able to see a little bit better.
