RORY: We egg Jess’ car. It’s perfect.
LORELAI: Are you serious?
Seeing how upset Lorelai is over Sherry’s pregnancy, Rory suggests that they egg Jess’ car in order to make themselves feel better. This suggests that although Rory acted as if she was okay with Jess, the person who totalled her car, getting a car, she is in fact quite resentful over it. Finding Shane’s bra in the vehicle was no doubt quite a twist of the knife.
This is a callback to the conversation Rory had with Christopher in “I Can’t Get Started” where she said, “We take disappointment extremely hard. I mean it. Property damage is often involved”.