Such a shame you picked up skirt (4)
I believe the answer is:
tutu
'skirt' is the definition.
(tutu is a kind of skirt)
'such a shame you picked up' is the wordplay.
'such a shame' becomes 'tut' (I can't explain this - if you can you should believe this answer much more).
'picked up' shows a homophone (sound like).
'you' is a homophone of 'u'.
'tut'+'u'='TUTU'
Can you help me to learn more?
(Other definitions for tutu that I've seen before include "outfit" , "very short garment" , "Ballet dress" , "North African nation" , "Short dress" .)