This quote means that the speaker enjoys wearing pajamas and finds comfort in them. Pajamas are the type of clothing people typically wear for sleeping. Pajamas can come in a variety of styles and materials, but most often consist of two pieces: a top and bottoms. People usually find wearing pajamas to be very comfortable, relaxed and cozy. The speaker likely derives pleasure from the relaxed, comfortable feeling they get when they put on pajamas, rather than more formal clothing.