A paletot is a relatively unshaped coat... almost a cape with sleeves. The back might have some shaping like a coat, but the front hangs down straight making a woman look like a tent with arms.
Here is one period image of a paletot
Three images of paletots. Hope those help you out!
Check out http://www.thegracefullady.com/civilwargowns/originals.htm
Anna has a lot of period photographs, original garments and fashion plates to really help you get started!