The word felpa in Italian comes from the old French felpe. It is used to indicate, not only a sweatshirt or hoodie, but also the fleece from which it is made.
Because it is a feminine noun, it takes the following definite and indefinite articles:
Mi sono messo una felpa perché sentivo freddo.
I put on a sweatshirt because I was cold.
Vorrei comprarmi una nuova tuta di felpa.
I’d like to buy myself a new fleece tracksuit.
A derivative of felpa is the adjective felpato which, in addition to translating as fleecy, has also acquired the figurative meaning of stealthy or silent (e.g. camminare a passi felpati = to walk softly). This is likely because fleece has the ability to muffle the sound of whatever it encompasses.