JESS: [Looks at Rory’s cast.] I like this Emily chick. Friend of yours?
RORY: She’s a friend to all of us dispossessed.
Jess refers to the sticker of Emily the Strange, previously discussed.
Rory refers to both herself and Jess as “dispossessed”, deprived of what they deserve, of their birthright. It’s the first time that Rory hints at any possible resentment that Lorelai removed her from Richard and Emily’s world, the world of wealth and privilege she had been born into.
She is also identifying both Jess and herself as having been literally de-possessed, cast off by one or more parents. Apart from literature, this is the main thing that binds Jess and Rory together. The casual way she says this to Jess suggests that they might have talked about it previously.
And more generally, Rory and Jess are both part of that “dispossessed” generation of the 1990s, the Millennials who would later be jeered at by A Year in the Life. You can see the emo-esque Emily the Strange as one of their unofficial spokespeople.