Lorelai had a dollhouse while growing up in the Gilmore Mansion, which is kept in her old bedroom. It is one of the few things that she actually likes from her childhood. Emily later threatens to give it away to charity if Lorelai doesn't take it from her immediately, but Richard delivers it to her house so he can talk to her about Rory. While Jackson is staying at her house to avoid catching the chicken pox, he accidentally breaks it.
Fun fact: The same dollhouse was used as a prop in S5: E22 "A house is not a home", in the 20% off section of Kim's Antiques, when Lane visits her mom to tell her she's quitting the band and moving back home. Lanes mom (Mrs. Kim) makes a joke- in reference to the dolls- about it being "past their bedtime".