Needanotherbag,
The Lady Day coat has a very slim cut. At 5'4" and 125, I wear a size 4 in it, but wish it had a tiny bit more room in the waist and bust (and I have a very small waist and wear a 32A bra). I would go with the size you normally buy in J Crew coats or jackets, if you do not want to layer much under it. Otherwise, if you are planning to layer or wear heavy sweaters, you might want to size up.
Thanks so much, this really helped - I will go with a size 6, as I am a few inches taller than you, and the same weight, but need the room in the chest.
Thanks again!!