RORY: You had another dream.
LORELAI: Yes.
RORY: The doctor is in.
In the Peanuts comic strip, previously mentioned, there is a running gag where Lucy van Pelt sets up her own psychiatry booth, in which she dispenses terrible advice for five cents. The booth has a sign on it, saying The doctor is in, when Lucy is available for consultation. Rory is having a sly joke at her own expense, as if any advice she has to offer will be similarly useless.
The Annotated Gilmore Girls 