Other mistake: The gender of Mrs Slocombe's cat is always different in each episode. Sometimes her cat is a female and other times it is a male. (eg. In 'Mrs Slocombe Expects', her cat is female. In 'No Sale', when Mrs. Slocombe complains about her having to get up to have a bath at 6:00 in the morning, she says, "The gurgling of the tank woke him up.").
Other mistake: There is another counter on the floor, to the right of the stairs, that is usually staffed by two women besides Ms. Brahms and Mrs. Slocombe. But throughout the show when there is a on-floor meeting for the entire floor staff, these two are never included in the discussions.
Answer: It usually just means seeing something weird or unusual, perhaps something someone wouldn't believe you saw without proof. The phrase is usually "haven't got your gun", although some people replace "gun" with "camera." Basically think about a hunter spending all week in the woods looking for the biggest [fill in the blank] and the one day he goes out into the woods without his gun and then finally sees it.
Bishop73