Yeah, "comedy" doesn't sound too apt for an epic poem that spends 99% of its lines talking about people suffering, does it? (Unless you have a sadistic sense of humor, you sick puppy.)
But Dante’s Divine Comedy, which traces the spiritual journey of souls, actually consists of three parts: Inferno, Purgatorio, and Paradiso. Inferno is the first part. The story starts off in the Inferno, which is the fancy Italian way of saying Hell, and translates well into English because the word "inferno" has taken on the meaning of a fiery place of chaos and destruction.
Dante’s version of Hell actually has very little fire and burning. The reason for this is that fire implies light, which conventionally represents good. To Dante, evil is not some living, malicious force. Instead, it is a lack of life, a complete void, utter nothingness (as you’ll see in the very last circle of Hell). So instead of fire, there is a lot more focus on darkness, blindness, and confusion.