Dean tells Rory his family just moved to Stars Hollow from Chicago. Rory responds, “Chicago. Windy. Oprah.”
This is just barely a cultural reference, but here goes:
Chicago isn’t really that windy, but according to urban legend, it earned the nickname “Windy City” because of all the hot-air-blowing politicians.
Oprah didn’t grow up in Chicago, but moved there in 1983 to start her job as a talk show host on what would eventually become “The Oprah Winfrey Show.”