One of my personal favorites, I have seen every single episode multiple times!
Cat is my favorite. I love Cat specfically because of episodes like "The Unnatural" and "Back to School". These episodes start with Cat doing his usual bragging about stuff that he's done or can do. But then they both have a moment that shows that he isn't actually that great at all that stuff, and it makes him feel bad. Like, he always has to be the best or at least really good at everything. And in these episodes, at moments when he's not, it seems to cause a breakdown for him. At the end of "Back to School" Cat starts crying and calling himself a loser in front of everyone. In "The Unnatural", he does the same thing again (although he doesn't actually call himself a loser directly in this episode). These moments make me think that his whole "I'm the best at everything and I am so cool" act is literaly just an act.
I might be looking into this too much, but with them being raised by Winslow from when their parents lost them to adulthood, I think that Cat's overconfidence is an effect of this. From the bit that we've seen where Winslow interacted with them as babies, he does not treat him kindly. And so, I think that being constatly harrassed as a kid made Cat feel like he was lesser than others, especially Dog, so he put on a whole act to try and make himself feel better.
I got the compeleted series box set recently so I've been rewatching the whole series from the beginning in order, and I noticed that Cat hating being laughed at was established in like episode 1? Dog doesn't seem to have the same reaction that Cat does to it, which I find to be very interesting. I'm talking about the part where Rancid says "Only thing worse than a dumb dog is a dumb dog attatched to an extremely dumb cat!" in tje episode "All You Can't Eat." And even though it could be said that Cat is only reacting to the insult, he's clearly not (although I imagine a piece of is releated to that). The camera only zooms in on his face when the crowd laughs at him. Dog does not have this same reaction, although he does end up discourgaged from it.