clothes worn between winter and spring
Refers to garments suitable for the transitional period from late winter to early spring, often lighter than full winter wear but not yet summer clothing.
I went out wearing a between-season coat.
冬物 is winter clothing, heavier and warmer than 梅春物, which is lighter and suited for the shift toward spring.
Compound of 梅 (うめ, 'plum', associated with early spring) + 春 (はる, 'spring') + 物 (もの, 'thing, item'), referring to items for the plum-blossom season between winter and spring.