LUKE: Why didn’t you tell me?
LORELAI: I don’t know. I just felt stupid getting rooked into the thing in the first place, and then . . . plus, you don’t wanna hear about my personal life.
Rook, informal language meaning to cheat or swindle, especially in a game of cards. The word in this sense dates to the 16th century, and is assumed to be after the bird, a member of the crow family, regarded as very cunning.
I can’t see how Lorelai was actually tricked into going fishing – Alex asked if she liked fishing, and she said yes! Maybe she means she tricked herself. After all, she was the only one who was in any way deceptive.
The Annotated Gilmore Girls 