Make sure your jacket isn't made from the more flammable fabrics.
Some of them burn real good.
You are a few decades late with that advice. Doing defensive drill exercises and one of my young deputies asked that very same question about shooting from a pocket. It was brisk and windy but not really cold and I was wearing a windbreaker. Only gun I had with me that fit inside the windbreaker pocket was an old H&R 922 revolver so move up to 7 yards, hand in pocket, point shoot and got one shot off. Partly because the hammer caught on the torn lining of the pocket, partly because the pocket was on fire. Got gun untangled and pulled out with just a little superficial first degree burn on the knuckles and fingers. Coat was totaled. Had a big black spot where the pocket used to be when I finally got the fire out. Practice if you must but use old clothing and a pocket with no lining in it. My suggestion is a hammerless revolver on the order of S&W 638 or Ruger LCR
Good intentions will always be pleaded for any assumption of power. The Constitution was made to guard the people against the dangers of good intentions. There are men in all ages who mean to govern will, but they mean to govern. They promise to be good masters, but they mean to be masters.