It's tiny in width and height, but thick-ish... about the size of a chunky sandwich, so not really pocketable (except maybe a parka pocket.) I've got one but hardly ever use it because it's only slightly more portable but considerably less capable than, say, the Canon P I usually reach for when I want to take along a grab-and-go camera.
One thing I'll say for it vs. the Retina is that I suspect the Contessa's rangefinder (featuring Zeiss's trademark contra-rotating prism wedges) is much less likely to be knocked out of whack by the routine jarring of being carried around in a pocket or backpack. Of course few actually did get carried that way back in the day... I'm guessing most spent their early lives tucked away in their very protective brown leather drop-front cases, hung around the necks or slung across the shoulders of original purchasers as they traveled on holiday jaunts carefully snapping Kodachrome slides. Slow operation didn't put them off because, well, Kodachrome was expensive and these were prosperous but thrifty folks... they were perfectly happy to take their time, carefully consider the readings from the Contessa's little Gossen meter, and make ONE good picture of the Eiffel Tower or Old Faithful or whatever, rather than banging off three or four frames like those Retina spendthrifts with their rapid-advance levers and auto shutter cocking. One thing I'll say for the Contessa's manually cocked shutter system is that the double- and blank-exposure prevention system is bug-free and foolproof, so the only penalty you pay is a little extra wear on your shutter-cocking finger...
PS -- Yes, mine still has the serrated screw that serves no purpose except to fill up the tripod socket. I'm guessing that on every Contessa that ever got mounted on a tripod, the owner misplaced that little screw almost immediately. I also have a Contina II (same body shape and film advance mechanism, simpler lens and shutter, viewfinder with separate non-coupled rangefinder) and that one lacks the serrated screw. I don't know whether it would have gotten lost years ago by the original purchaser or if the screw was reserved for the top-of-range Contessa model... although the Contina's original purchaser was my dad, who bought it in 1954 to take pictures of my then-soon-to-be-born older sister, and my dad was pretty good at not losing stuff, so I suspect the screw was a Contessa exclusive!