CHRISTOPHER: Whoa! Hold it right there. A lady never runs out to meet a gentleman caller who hasn’t been announced.
A callback both to The Glass Menagerie, previously discussed, and to the advice Emily gave Rory, when she wanted to run out to Dean before he’d knocked at the door. Christopher lets Rory know that he’s lived in Emily’s world, and knows its rules, but that he also takes an ironic, playful attitude to them. He’s letting Rory know that he understands exactly how to behave at her debut, but will be an ally for her in not taking it too seriously, so that she’s relaxed about it rather than stressed.
Then again, Lorelai is running right behind Rory – is his teasing comment secretly aimed at Lorelai?
The Annotated Gilmore Girls 