"W lady too, she just went with it," as in, she tolerated their strange behavior in the store. They're calling her a "W" lady, as in, they think she's cool. "W" is a slang term used to refer to something being awesome, as it's the first letter of "win" (you'll also hear "L", the first letter of "lose", being used to refer to something disappointing).
SnooDonuts6494•
"she just went with it"
She played along, she accepted what was happening, she didn't care, she was not concerned.