Kosha means a sheath, a case, a cover. A sword is put into a scabbard. Money is kept in a treasury or Kosha. You must realise that the thing kept in this fivefold case, is the real ‘I.’ To see one’s own truth one has to remove the five cases, the Pancha Koshas.
They are called the Annamaya, the Pranamaya, the Manomaya, the Vijnanamaya and the Anandamaya Koshas. (PraV, p. 36)