John Gill Commentary Genesis 38:19

"And she arose, and went away, and put off her veil from her, and put on the garments of her widowhood." — Genesis 38:19 (ASV)

And she arose and went away
To her father's house immediately, as soon as she had parted with Judah; and lest she should be found by the person that would be sent with the kid, and be discovered, she made all the haste she could: and laid by her veil from her, and put on the garments of her
widowhood ;
that it might not be known or suspected that she had been abroad.