RORY: Looks like Italy for us!
LORELAI: Mamma mia!
Mamma mia, an Italian interjection of surprise, literally meaning “my mom/mum”, possibly in reference to the Virgin Mary.
Lorelai may be thinking of the 1975 ABBA song, “Mamma Mia”, from their self-titled third album. It went to #32 in the US, but was #1 in the UK, Ireland, Australia, Switzerland, and West Germany. It is widely considered one of their best songs, although in a deleted scene of Gilmore Girls, Lorelai refers to it as an earworm.
It is possibly a little insensitive to say this is front of Emily, given that Lorelai ran away from home to work for Mia, who she regards as a beloved mother figure.
The Annotated Gilmore Girls 