I 've always heard/read quite a bit about her having lots of affairs, even going as far as having sex with horses, which I find really odd considering her rank and time in history. Are there documented facts about this? Are the records reliable or could they just had been written by her enemies? I'm not a native English speaker so please forgive me if my English is incorrect or clumsy :-)
There's a great thread, Did Catherine the Great use her...gender...to help her rule? and worth checking out. But here's my two kopeks.
Much of the popular memory of Catherine's promiscuity is a gross exaggeration built on small kernels of truth. Catherine did have a series of lovers and sometimes used sex early in her reign to secure her position. For example, Grigory Orlov led the coup that overthrew Catherine's husband, Tsar Peter III and was one of Catherine's lovers. It should be noted too that Peter III had done much to alienate the Romanov court, so Catherine's coup was not unsurprising even without the romance backstage. Catherine's lovers like Potemkin also became her personal agents throughout the empire. In addition to sex, she would employ all sorts of stratagems to tie them together with bonds of affection and loyalty such as hand-sewing herb-filled pillows for them when they traveled. Thus the term "Catherine's lover" must be understood as something greater than just a sexual relationship.
When dealing with Catherine the Great, it's very hard to parse out what what might be construed as her sexual or romantic appetite from her position as empress. Being a female ruler in a vast empire like Russia necessitated a degree of dependency on her male servitors and she was very canny about choosing able ones. Her contemporaries witnessed this and thus sprang legends about her sexual proclivities. It did not help matters that her Prussian neighbor, Frederick the Great, had a strong misogynistic streak. When Catherine ascended the throne after the coup, Frederick wrote to his brother "a woman is always a woman and, in feminine government, the cunt has more influence than a firm policy guided by straight reason." Frederick did not really discourage rumors about his rival from being spread in Prussia. This is where popular stories like the horse came in, it served to bring low a woman who had against expectations strengthened the Russian imperial state.
Sources
Madariaga, Isabel de. Catherine the Great: A Short History. New Haven: Yale University Press, 1990.
Wortman, Richard. Scenarios of Power: Myth and Ceremony in Russian Monarchy. Princeton, N.J.: Princeton University Press, 1995.
Along the lines of OP's question, does anyone know if there is any truth to those [alleged?] NSFW pieces of furniture from her [alleged?] special room?