It's a box or bag you keep in case of meltdowns, full of things to bring you back into the moment and relieve any overwhelming emotions. I saw it on yt from a girl who learned about them in dbt. Hers had things like nail polish, a candle, a book that always made her feel good, colouring in book and pencils, hand lotion, and music that always helped her feel better.
If I found I wasn't coping so well with my what if diary, and found myself self harming again or anything self sabotaging, I'd make one for myself too