Some worshipers fail to push their arms into their jacket or their coat sleeves. They simply wear this layer of clothing on their shoulders while praying. This is disliked, yet it is a common practice, especially in winter, since most people require several layers of clothing to keep them warm.   

Abū Hurayrah (رضي الله عنه) reported: “Allāh’s Messenger (ﷺ) forbade al-sadl during the prayer.” (Reported by Abū Dāwūd (643) and al-Tirmidhī (378), and Shaykh al-Albānī authenticated it.)

Shaykh al-Albānī (رحمه الله) said: “Wearing a garment without pushing your arms through the sleeves is an example of al-sadl.” (Ashriṭah Mutafarriquah, 3/14)

Al-sadl is disliked as it is a Jewish practice. Al-Tirmidhī (رحمه الله) stated: “Some Scholars disliked this practice. They said: ‘It is a Jewish practice.’” (Sunnah al-Tirmidhī, vol. 1, pg, 378)

Therefore, you should either put your arms into your jacket or coat sleeves before you begin praying, or you should pray without this extra layer of clothing. 

Finally, if you prayed forgetfully doing al-sadl, your prayer is still valid. While al-sadl is disliked during the prayer, it does not invalidate the prayer.