Usually I'm pretty sure it's some sort of lengthy tragedy about how he's left alone all day, with nobody but the dog and the other cat to keep him company.
Being a writer's cat, I expect he has a mournful tale of tragedy, adventure, and--well, not romance. Probably end with him being worshiped as he thinks he truly deserves, or else it would be a tragedy of his kingly suffering, denied his rightful adulation.
What title would your pet give for the story of his or her life? (If you don't have a pet, what about the last animal you saw?)