What does cloud in cloud nine mean?

It means that she was very very happy.

To be on cloud nine means to be blissfully happy. See the Related Link for how this phrase came to be part of our language. According to the "Morris Dictionary of Word and Phrase Origins," the...

clouds are made up of littel water molucals And this means the molecules clump together, forming a mass, which we call clouds.

There is at least one video of such an event occurring.

Clouds in heraldry (i.e., used on coats of arms) were not at all like our modern typical "cottonball" child's drawing. A heraldic cloud looks something like a piece of old-fashioned ribbon candy, as...