In Number the Stars, what are some code phrases the characters use? What does Papa mean when he says, "Is the weather is good for fishing?"

It's vital for Annemarie's father and uncle to use code-words to make sure that no one tumbles their plans. If the Germans have tapped their phones, then they're in serious danger of being discovered. The consequences for Annemarie's family, not to mention the Danish Jews they plan to help escape, would be terrible indeed.
So there's no choice but to use code-words. "Going fishing" means that it's safe for Annemarie and her family to travel to Uncle Henrik's home in Gilleleje. It's too dangerous to stay where they are, but they must still have a pretext for going to Gilleleje, one that won't elicit the authorities' suspicions. "Fishing" as a code-word for illicit activity is also used in connection with ferrying Danish Jews to safety across the Kattegat strait to neutral Sweden. "Is the weather good for fishing today?" means "Are the conditions right to ferry more Jews across to Sweden?"

Annemarie's Papa and uncle speak in code when referring to Ellen and her family, as well as other Jews.  Uncle Henrik helps Jews escape to Sweden on his fishing boat.  With the help of Papa, Mama, and Annemarie, Ellen and her family are able to escape, too.
One day, Annemarie overhears her father speaking on the phone to her uncle.  Her father's end of the conversation puzzles her.  Papa asks Uncle Henrik if "the weather is good for fishing" (Number the Stars, Chapter 6).  He asks this to see if it is a good time to bring Jews across to Sweden.
Then Papa tells Uncle Henrik that Mama and the girls will bring cigarettes to him.  He also states that there are many cigarettes in Copenhagen.  This is especially puzzling to Annemarie, as cigarettes are no longer available in the stores in Copenhagen.  Cigarettes is code for Jews.  Papa tells Uncle Henrik that there are still many Jews in Copenhagen.  Papa mentions there being one cigarette.  This is code for Ellen.