Many years ago, before the scientific miracle of the Web allowed bored undergraduates to download South Park episodes and check sports scores, the more geeky among them would spend their lunch breaks in computer labs, logged into a glacially slow shared UNIX machine, chatting, reading USENET and playing nethack (or whatever). Many of them soon got onto goofey and used it to chat with friends (and some of them still do, despite not having seen their university friends for years). And, as anyone who has been in such an environment can tell you, users with obviously female names would get bombarded with messages from overexcited male geeks without social skills.
One enterprising goofey user (a postgraduate at Griffith University in Queensland, if I remember correctly) decided to take advantage of this phenomenon and have a bit of fun. So he found a copy of Eliza (you know, the program which attempts to hold a conversation), modified it a bit so that it looked more like a female student and less like a psychiatrist, and put it on goofey with the screenname cathy. As one would expect, a lot of people started chatting up cathy, sometimes spending two hours doing so. Some (later on) were people in on the joke, and others were clueless male geeks who presumably hadn't spoken to enough real women to know the difference.
cathy is no more; she was wiped out when the computer used in the experiment died, many years ago. However, it was quite an amusing prank.
So what brought on this nostalgiafest? Well, it turns out that someone else has had the same idea, and done something similar for AOL Instant Messenger. He doesn't seem to have modified the responses much though.