(Without knowing the context) When you wear a dress you are in it. To get out of your dress is to remove it, or undress. Example: "I'm going to get out of these wet clothes, and change into something else" means: I will remove these clothes, and put on others. Also you should say "Can anybody explain..."

Where did you see this expression? Out of my dress doesn’t mean anything on it’s own really. “I got out of my dress” would mean I took off the dress as I was wearing