What does it mean when a girl tells you she is not wearing any panties?

She was just telling you the truth lol. Or maybe trying to tease you.

When girls have told me that, it was their line to let me know they wanted me to make a move. At first when I was inexperienced with this line, I was a bit shocked, and didn't know what to say; however, couple of the first girls that said this to me, they went ahead and made a move, so I specifically asked them, 'why did you tell me you had no panties? " They both said something to the effect of either, ' I wanted to turn you on, tease you, and also to let you know I was interested in you making a move on me. ' And by move they meant a sexual move.
After those answers, any time a girl told me this line, depending on the environment or circumstances, I made my move, and well, it never failed.
In your situation, is interesting as I never had that happened with another buddy, but had it happened to me, I would have most likely replied, 'so I see you want to do a threesome. '
:P Such lines would either make the girl continue to flirt or call you a perv. Is up to you what you do afterwards.

In my experience, nothing and everything. :)

I've heard it when she wore a dress and didn't want any panty lines to show
I've heard it when she just ran out of underwear
I've heard it when she just wanted to tease me
I've heard it when she was feeling kinky and wanted me to make a move