Currently on steam market there is an item that is very expensive called "PLAYERUNKNOWN SET".
I assume this is a skins case but what does it contain and how does it work?
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It appears to be the preorder rewards according to discussion on the forum
It's the item that you received if you pre-ordered the game. It includes all the PU clothes like the trench coat, scarf, etc.
Further backed up by a news article about PLAYERUNKNOWN's cosmetic items becoming available on the Steam market. Note that:
If you wanted to get the full set of PLAYERUNKNOWN cosmetic items, it's best if you buy the pieces separately. Other players are posting the unboxed full set for just under $400.