RORY: Hey.
MADELINE: Hey.
LOUISE: We’re the Monkees.
The opening words to the theme song of The Monkees television show, a sitcom running from 1966 to 1968, starring the American pop group, The Monkees, as four young men trying to make it as a rock and roll band. The verse says:
Hey hey, we’re The Monkees
And people say we monkey around
But we’re too busy singing
To get anybody down
The show utilised a number of innovative new wave film techniques to the sitcom format, and won two Emmy Awards, including Outstanding Comedy Series. Even after its run ended, it continued its popularity thanks to reruns, in particular a massive resurgence after 1986, when it was shown on MTV.
Note that this is essentially the same joke used in regard to Fat Albert in Like Mother, Like Daughter.
The Annotated Gilmore Girls 