Another incredibly common feline behavior (and one that often confuses people a great deal) is their insistence on kneading or pawing soft surfaces by pushing in out and with their paws as they alternate between right and left. This behavior although displayed by most cats, can actually vary between individuals with some kneading with their claws out while the claws of others are completely retracted.
Also known as "making biscuits" as the motion is similar to that of someone kneading dough, cats almost always knead on soft surfaces such as pillows, your lap and even other cats with the movement being accompanied by lots of purring and even dribbling in some cases as the cat relaxes it's jaw. Some people have also commonly described their cat as going into a trance-like state whilst it is kneading.
As odd as it may seem however, it is a very instinctive and natural behavior for cats to exhibit as it is believed to be the same movement that is made by kittens on the tummy of their mother. The comforting kneading of their paws is known to stimulate the flow of milk to their mother's nipples, therefore providing the kitten with it's dinner.
There are numerous theories today as to why adult cats continue to display this kneading behavior throughout their lives but the most common belief is simply that they find it comforting. Cats also have scent glands on their paws so as they knead, their own unique scent is transferred to the soft surface so they are able to claim it as their own as it acts as a territorial marker for other cats.