JACKSON: Oh, I’m not mad. I just didn’t realize that when I married Sookie, I also married you. I didn’t realize I was a Mormon, my mistake.
Mormonism, the religious tradition and theology of the Latter Day Saint movement of Restorationist Christianity started by Joseph Smith in Western New York in the 1820s and 1830s.
Polygamy (plural marriage) was practised by the church during the 19th century, and although the practice was officially ended in the early 20th century, some sects continue the tradition today.
Predictably, Jackson is not happy to learn Sookie has discussed their private marital problems with Lorelai. Although he has a valid point, he immediately throws an immature tantrum instead of discussing it with Sookie, so his communication is as poor as hers (or worse).
The Annotated Gilmore Girls 