[Jess stands next to a gas pump holding an unlit cigarette as Rory walks up to him]
RORY: You going to smoke that or mind meld with it?
Mind meld, a Vulcan telepathic technique from Star Trek, previously mentioned.
It’s lucky that Jess decided to kiss Rory rather than light his cigarette, because it is dangerous to smoke near gas pumps, because of the flammable gasoline fumes in the air. The risk is low, but most gas stations have a policy not to allow smoking, in order to reduce the risk even further. (Does this underline what a “bad boy” Jess is, or suggest that he never intended to light the cigarette?).
Note that Jess is still carrying cigarettes around, even though Luke told him to give up smoking more than a year ago, at the start of Season 2. This scene strongly implies that he never gave up – he pats his pockets as if searching for a lighter.
It is also possible to read the scene as Jess using the cigarettes as props to look cool when Rory shows up, or as Jess being a reformed smoker who is tempted to begin again, or testing his own resolve.