LORELAI: Sookie will cook, Rory will be there. It’ll be a little ‘Hey, welcome to Stars Hollow and see, everyone here’s not straight out of a Fellini film’ kind of an evening.
Federico Fellini (1920-1993) was an Italian film director known for his distinctive style, blending fantasy, baroque, and earthy sexuality. Recognised as one of the greatest and most influential directors, his most famous film is La Dolce Vita (1960).
Lorelai is simply saying that Jess will be able to see not everyone in town is weird.
The Annotated Gilmore Girls 