Pretty Polly, in my mind is always connected to owning a parrot. Owning parrots was a common and popular thing in years gone by, the 60's and 70's maybe. "Polly" was a very common name for a parrot, and people always said, "Pretty Polly!" of course the parrot would repeat it, because they mimic speech. So, if you ask people what parrots say they might reply, "pretty Polly". And it probably came from the fact that people like to use the same letter twice, so they wondered which name to call their parrot, Polly, Polly the parrot. Pretty Polly. Wow, the shite in my head :D Either that or it's just a fictional character that people use because it goes well with "pretty". As far as I know there is no pretty Polly in history.

Pretty Polly is slang for an extremely attractive and well dressed girl who coordinates her clothes and accessories. Your sentence means that the guy is not masculine looking. He looks more like a pretty girl.

I've found this in Wikipedia: "Pretty Polly", "The Gosport Tragedy" or "The Cruel Ship's Carpenter" (Roud 15) is a traditional English-language folk song found in the British Isles, Canada, and the Appalachian region of North America, among other places.[1] The song is a murder ballad, telling of a young woman lured into the forest where she is killed and buried in a shallow grave. Many variants of the story have the villain as a ship's carpenter who promises to marry Polly but murders her when she becomes pregnant. When he goes back to sea, he is haunted by her ghost, confesses to the murder, goes mad and dies.[2] American versions of the ballad, such as those of B.F. Shelton and Dock Boggs, tend to begin in the first person ("I courted Pretty Polly...") and switch to the third person for the murder ("he stabbed her to the heart"); Collins' 1968 recording featured alternating verses switching back and forth between Polly and Willie's perspectives. American versions also tend to omit the reason for killing Pretty Polly and Willie's subsequent madness or haunting by Polly's ghost.[3]