What does "taking a class at the Yarn Barn" mean in the following context?

Solution 1:

The Yarn Barn is either a real or fictional reference to a location where yarn and related accessories are sold, and knitting, crochet, etc, are taught:

Image of the interior of a Yarn Barn, with legend

These activities are something grandmothers and hipster girls do:

Screenshot of linked Thrillist article describing knitting as a grandma and hipster girl activity

And so, by extension, something a tough-guy macho gangster would be mortified about if his compatriots caught him participating in.

Unless he wanted some really cool bling:

girl wearing a "heavy chain" around her neck, crocheted from yarn.

guy knitting an outfit on the subway