This is a statue of Saint Bartholomew (he was one of the 12 apostles) holding his coat. Or no, that's not a coat. That's his skin. Apparently he was skinned alive when he refused to renounce his Christian faith. (Made by Marco d'Agrate in 1562 and goes by the name “Saint Bartholomew Flayed”, picture from: https://imaginoso.com/italy/milan/milan-cathedral-statue-st-bartholomew-flayed