Is GPG a kind of digital signature?

Anyone can make a pair of cryptographic keys that provide digital signing.

Anyone can claim that a private key they have is the private key of the pope. (They'd probably be lying, of course, which is my point.)

The value of cross-authenticated signatures is that you have a third party saying that your public key is indeed yours.

This provides an extra level of non-repudiation. If you want to take credit for something that has been signed, you probably don't need a cross-authenticated digital signature. Just prove that you have access to the same private key that matches the signature by signing something else.

However, if someone else wants you to sign something, then later prove that you did indeed use your own private key for that, they need a third party to demonstrate that the private key did belong to you at the time. Otherwise you could just say it wasn't you, and stop using that key pair.