En avril ne te découvre pas d'un fil. Literaly, it means "In April, don't take off a thread". The saying means: don't remove your clothes too much when the weather is getting warmer because it can change quickly and become chilly.
It's so true today. It's only 6 degrees (degrés) in some parts of France after a heat wave (une vague de chaleur) a few days ago.
And usually, the saying is followed by "En mai, fais ce qu'il te plaît", i.e. "in May, do what you like".