Bad luck! There are two other possibilities. You could look up the brand on the label and purchase another set of pyjamas for her online, although it would probably be hideously expensive! (but would save having to 'fess!).
Alternatively, perhaps a repair could be made by a professional seamstress. It might be possible, for instance, to shorten the legs and use the material to "patch up" the iron-shaped hole.
I think you know you have to 'fess up! But if you present her with a repair solution it will sound better. Take courage -- chances are she was tired of them anyway. Good luck!