"In this skirt" is perfectly natural in English. Notice there is no punctuation. Duolingo teaches you phrases like this occasionally which can be used in complete sentences later on, when you know more.
"She looks great in this skirt," "I found a sock stuck in this skirt," etc.
only the sentence probably don't make sense but, depending on context, it can make sentence in english, yes...
(imagine two friends in a room with a lot of clothes on bed). friend 1 - there is a stain here. you have to wash it again. friend 2 - where? friend 1 - in this skirt.