I'm assuming it has something to do with Ancient Egypt. As someone who is creeped out by cats in general, it scares me to think that there was a period of time in which I could have been born where it was widely believed you could kill a cat 8 times and it could still come back to maul you.
As a follow up, why does the number of lives vary by language and culture (for example, in Spanish-speaking countries, cats have "seven lives")?