The appearance of cat ears in anime is mostly due to the Japan's mythology and folklore. Japan has many ancient story's of Demons (sometimes of the feline varity) that take on human form, and as a result I'm sure ears or other body parts (like tails) showed on occasion. I can't say exactly when they decided to put the ears on girls, but afterwords I guess you could say a fetish for them started to develop and thus we have them now a frequent occurrence in anime.
Also you seem to be making a lot of this types of threads lately Artillis
