A reticule was a lady's handbag or purse. They could be of many shapes, materials and sizes but they were most often small. It was usually made to match her gown or bonnet.
What was inside depended much on the lady's personality and habits. You could probably find within a bottle of sal volatile, a handkerchief, calling cards, and perhaps a pencil or even a small slip of paper. They were usually too small to carry much.
For a more detailed post on the subject, I recommend Donna Hatch's post, Regency Reticules.