They were at the Planetarium. Rachel had said she wanted to go visit one after they watched that episode of "Friends", the one where Ross and Rachel have sex the first time. So he takes her there. They're not alone, they're with Puck, Quinn, and a few other people from Glee club, but he feels like their the only two in the room.
When the projector makes the sky above spin, Rachel covers her eyes, scared of the feeling she gets when it's happening. Finn just holds her hand, telling her to close her eyes and it will be over in a second.
They hang back once the presentation is over, the others had already gone out. "I'm sorry for closing my eyes during the best part, I know it was expensive to come here." She sighed, playing with Finn's hand.
"That's okay, Rach. And I know you wish we could do what Ross and Rachel did, but I hope this makes up for it." He points to the ceiling. Written in the stars says I love you, Rachel. She gasps and kisses him. "I love you, too." She says smiling. "You're amazing, did you know that?" She asks, kissing him on the cheek.
"And you're beautiful." It wasn't a question.