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.