LORELAI: Ah, we’ll need to pull out the sleds, people might want to sled. Ooh, and the parkas, we’ll need the parkas.
A parka is a thick heavy waterproof jacket with down (or synthetic down) lining and a hood, often trimmed with fur or faux-fur. Originally they were traditional garb for Inuit women, so that they could breastfeed a baby in the freezing conditions of the Arctic.
Apparently the Independence Inn keeps spare parkas for the use of guests who might have forgotten to bring their own, or been surprised by unexpected cold weather.
The Annotated Gilmore Girls 