"coal-silk wasn't as warm as proper fur"
A bomber jacket made from nylon
Creative Commons AttributionA bomber jacket made from nylon - Credit: Spuggie

Coal-silk seems to be the name given in Lyra's world to nylon or other manmade fibres. Lyra also mentions that the bag she recieved from Mrs Coulter when living with her in London was made from coal-silk.

It is one of the subtle differences between Lyra's world and our own. Nylon only became commonly used in our world from World War 2 onwards; like knowledge of particle physics, it is one of the things doesn't seem to fit with the Victorian-style world that Lyra lives in, dependant as it is on steam power.