Yes, I think you're right. Which could take us a couple different directions:

1) Dean has long been in the habit of swiping John's leather coat whenever it's just lying around to be swiped.

2) The leather coat in the Pilot actually is Dean's, and he or Sam brought it in from the car when they went to get Dean clean clothes. Because where Dean picks it up from (hanging on the wicker shelving), it's not there when they first enter the room.