Sometimes when people send something to be delivered, they pay extra money so that it will be delivered more quickly. That's called an "express delivery."

Hi, "I just went out to pick up an express delivery." This would probably be the best structure for this sentence. An "express delivery" is a mode of delivering a parcel or letter more quickly than by regular service. For instance, a person can send a letter or package overnight to the receiver by way of Fed-ex.

The sentence should be, "I just went out to get an express delivery." Also, "Could you please explain the meaning?"