CHRISTOPHER: Where are you?
LORELAI: Yeah, I finally got the girl band together and after a week opening stateside, we headed across the Atlantic and now we’re huge with the Nordic set.
Helsinki is the capital of Finland with a population of over 600 000, although the greater Helsinki urban area is over 1.5 million. It is the most northerly metropolitan area with more than a million people, and the most northerly EU capital city. It has one of the world’s highest standards of living, and has been rated among the world’s most livable cities.
Lorelai told Max that her dream was join The Bangles, and this is another reference to Lorelai forming a girl band. The Bangles did tour Scandinavia in 1986, but never played Helsinki.
“The Nordic set” is a media phrase, more common in the early 2000s, for the fashionable Scandinavian crowd (such as Danish supermodel Helena Christensen).