What does dreadnaught mean, as it’s used in Bleak House?

Dreadnaught is a variant spelling of dreadnought — a coat made of a thick, woolen cloth. The word not only names the fabric itself, but also a type of British battleship. You won't be surprised that dreadnought also is an adjective for someone who is fearless (or someone who dreads not).

In Charles Dickens' Bleak House, a lawyer finishes a business meeting and then makes a special side trip through the rain to take a tour of a grand mansion:

"Much obliged to you, ma'am!" says Mr. Guppy, divesting himself of his wet dreadnought in the hall. "Us London lawyers don't often get an out, and when we do, we like to make the most of it, you know."