LORELAI: Wait, close your eyes and breathe. [Rory does] I smell snow … Can’t you smell it?
RORY: You know, it’s like dogs and high-pitched noises. I think it’s something only you can smell.
In fact plenty of people can “smell” snow coming, so Lorelai is by no means unusual. Most scientists believe that we can’t literally smell snow as cold weakens our sense of smell, but interpret changes in air pressure etc as an odour. Others think maybe some people can actually smell the unique chemical composition of snow. Either way, Lorelai can definitely sense the approach of snow.
This is when we first learn of Lorelai’s life-long love of snow. Of course in reality it’s always fake snow as they are filming in California.