This morbid poem by Emily Dickinson describes her journey with Death—i.e. her passage from this life to the next one.
Before this particular line mentioning gossamer, we read:
“We passed the setting Sun –
Or rather – He passed us –
The Dews grew quivering and chill –
For only Gossamer, my Gown –
My Tippet, only Tulle”
When Dickinson mentions the sun passing her and Death, she describes how it grows chilly ("The Dews grew quivering and chill"). She then emphasizes how thin her clothing is, saying that her gown is made of gossamer. Gossamer is used to describe something extremely thin, filmy, and airy, like spider web. The meaning can be further seen as she goes on to say that her tippet (a scarf-like accessory) is only tulle. Tulle is the fabric many ballet skirts are made of. It is a very fine netting with many tiny holes.
Gossamer and tulle are both extremely thin fabrics, and by themselves would make you feel almost as if you were wearing nothing at all. Here Dickinson is emphasizing the chilly, cold nature of death, and saying that her clothing feels insufficient for its dark temperature.