This is Sam’s baby blue sweater. I know it looks grey in the screen cap – but that’s Supernatural for you.
In Nightmare (1x14), Sam is wearing it at the motel when he has his vision of Roger Millers death. He leaves it on as they race to try to save Roger Miller, but then does not wear it again for the rest of the episode.
In Hell House (1x17), Sam is wearing it on the drive through Texas, and while questioning the eye-witnesses and the record store guy in Richardson.