Your cat's body has oil glands under the skin. When the glands release oil, it can make the fur greasy if the cat doesn't do vigilant self-cleaning. If you ever see a Sphinx cat, the hairless cats, notice how soft their skin is and you may notice that your fingers feel oily after petting them. They are sweet and very friendly lap cats, but they do require regular cleaning of their skin because of the oil glands. While normal, it can get messy! ~Pasha