LORELAI: I don’t know. It’s just all this love in the air, you know. I miss Max. There’s just been so much going on with your Dad coming home, and family stuff, and your constant existence …
RORY: Thanks for the love.
LORELAI: Any time. So I haven’t had a lot of time to focus on it, and I miss Max.
RORY: I know.
LORELAI: I had a dream about him the other night.
RORY: Really? Dirty?
LORELAI: No, absolutely not. And when you’re 21, I’ll tell you the real answer. Anyway, it’s put me in a funk since then.
Here Lorelai finally admits to Rory that she misses Max, and that is the reason for her depression. Lorelai’s dreams often help reveal her true feelings, and in this case it was a dream about Max that brought her to her current miserable state.