Learn English – the correct format for using commas after periods?

In this case, "okay" is being used as an interjection, and should therefore be separated from the rest of the sentence by a comma for a short pause and a period for a longer one. For interjections, one can choose among a comma, period, and exclamation point. "Don't worry" and "no problem" are also being used, in this case, as interjections, so commas can work.

Personally, I'd use a comma for a very short pause, a semicolon for a longer one, and a period for a significant pause.

When a comma is placed after what would otherwise be a coordinating conjunction at the beginning of a sentence, it indicates that the word in question isn't being used as a coordinating conjunction but rather as an introductory modifier, specifically, a conjunctive adverb. When you put a comma after an introductory "but," it takes on the adverbial meaning of "however"; after "so," it takes on the adverbial meaning of "therefore"; after "and," it takes on the adverbial meaning of "also"; etc. This usage is somewhat controversial grammatically, but it happens with such commonality that it can't go unacknowledged.

When the comma is left out, of course, then it's clear you're using the word as a coordinating conjunction to introduce a coordinate clause, which is a type of main clause and so can stand on its own as a sentence. Since the rules of grammar require that you never use a comma after a coordinating conjunction, it's irrefutable that that is the manner in which you are using the word, not as a conjunctive adverb.

By the way, "then" isn't a coordinating conjunction. There are only seven coordinating conjunctions. They are: "and," "but," "for," "or," "nor," "so," and "yet." "Then" is a subordinating conjunction. When it appears at the beginning of a sentence with a comma after it, it is an adverb.