Outside of horse racing, "trifecta" can be used as a slang term referring to three things, good or bad.
In your example, the girl is saying those are her three favorite things.
An example of the "bad" usage would be if I had a morning where I broke a shoelace, split my pants, and got a bloody nose by running into the door. It could be said that I managed to hit the trifecta due to having three mishaps in short order.
imma say i ain't got no idea if you knows what I means?
A trifecta is a racing bet where the bettor picks the first, second, and third placing racer in order.
The joke was that those are the three things that the girl likes to do the most. Kind of a lame joke.
Trifecta means three perfect accomplishments:
"Tri" means "three" (as in triple, trimester, triangulate, triathlete, trident etc.).
"Fecta" is derived from the adjective perfect.