When I was developing Zero Like Me, I knew I wanted it to star a depressed guy and his peppy, loyal sidekick who would constantly be trying to cheer him up. The opposite of a sad boy is a happy girl, so I was leaning towards that arrangement. But I was taking a course called Stories of the Strange, full of tales about downtrodden characters meeting fantastic people and creatures. Well, at the time we were studying "Puss in Boots," and that story was basically what I was looking for thematically: the loser main character is nothing without his loyal sidekick to rescue him from his pathetic life, the only one who will stick up for him, help him, and support him to the death, even at personal risk and cost. I thought it was pretty cool how that cat was literally willing to kill people just to make sure his master's fortune went well.
So I thought of my cat, Mr. Feeny, and the way he's always smiling his little cat smile no matter what, but is also always just a little off in his own world, too, and I knew a cat was the perfect symbol but thought it would be difficult to sustain a non-humanoid sidekick. So to keep the feline element, I fused the two by making the sidekick an alien cat being.
Originally she was just nominally an alien, but looked perfectly human; just her costuming bore the cat motifs, which severely restricted her wardrobe to stripes and hoods with ears. So I went for broke and just attached the ears, but decided stripes would be her signature fashion trope, so she can basically wear anything now. I modeled her optimism/apathy after my cats', Oliver and Mr. Feeny, and her costuming just follows two rules: stripes must be somewhere in the outfit, and she always (cough) wears her bell. And she, unlike Zero, can even wear JE gear, too.
Her first name comes from a tweak on a rock singer's name (Nao) as well as the Japanese counterpart of meow (Nya), and Feeni-Feeni is from Mr. Feeny. So there you go.