Definitions of sally:

• noun:   a venture off the beaten path

  Example: "A sally into the wide world beyond his home"

• noun:   a military action in which besieged troops burst forth from their position
• noun:   witty remark
• name:  A female given name (common: 1 in 740 females; popularity rank in the U.S.: #167)
• name:  A surname (very rare: popularity rank in the U.S.: #21267)