Heidi was not easy in her dress, and she wanted to be free from it. Why is this?

When Heidi arrives on the mountain, she is dressed in three dresses and a shawl to save others the trouble of carrying her extra clothes. However, it is a hot June day, and she is extremely warm. She sees Peter springing about with his goats, barefoot and dressed only in a pair of lightweight short pants.
Seeing him gives Heidi the idea that she, too, can shed her many layers of clothing and run free, so she strips down to her short sleeved undergarment and feels much much better. In fact, she is described as stretching out her bare arms with "glee."
Her older cousin, Dete, who dressed her and is taking her to her grandfather's, is upset that Heidi has shed her clothes, shoes, and stockings. She says to her:

"You good-for-nothing little thing! . . . what could have put it into your head to do like that? What made you undress yourself? What do you mean by it?"
"I don't want any clothes," said the child, not showing any sign of repentance for her past deed.

This helps characterize Heidi as a spontaneous child of nature.