"All cats are grey at night."
~Old French Proverb
This is not just part of the mythology of the Craft, as many Witches live with cats. Notice I say "live with" not "own." No one who knows cats will ever consider that you can have possession of one! Having said that, there is no reason why you have to live with a cat to be a Witch.
There is an enormous body of folklore surrounding the cat. A cat washing behind it's ears is said to forcast rain; stroking an affected eye with a cat's tail was thought to cure a stye, and so forth. Whatever you feel about such sayings there is no doubt that the cat is a very magical animal. One of mine, now sadly dead, could tell the difference between a true Witch and a pretender. Certainly both my current cats pay great attention whenever I am practising the Craft, and can distinguish between a candle lit for magic and one lit for ambience.
Another way in which cats and Witches are linked is that cats are probably the best domestic animal for borrowing. That is when you transfer a part of your mind into the body of the animal so that you can travel in it's shape and experience the things it sees and does. Indeed; it is thought that the saying that a cat has nine lives is an indication of the number of times a Witch can ride with a cat in this way.
From: The Real Witches' Year