Yes, what you heard is right. The first phrase is colloquial. Sometimes, what Rita says is true, too. Hope this helps, Mike! :)

In standard English, you should say “look out of the window” because you look out OF something. However in rapid connected speech, it often sounds like “look out [of] window”with the word “of” almost inaudible, hence sounding like “look out the window”. Hope this helps.

I agree with Kai. Also, another example could be: 1) Get out your comfort zone, live a little! instead of 2) Get out of your comfort zone, live a little. 2) is more grammatically correct, but in speech 1) is perfectly fine