Ser Pounce

Ser Pounce is a pet cat owned by Prince Tommen Baratheon.

Background
According to Tommen, his older brother Joffrey didn't like Ser Pounce. Once, Joffrey threatened that he would skin the cat alive, then mix its innards up in Tommen's food, so he wouldn't know he was eating his own pet.

Season 4
Following Joffrey's death, his younger brother Tommen is set to succeed him as king. Margaery Tyrell is warned by her grandmother Olenna that she should insinuate herself with Tommen as soon as possible, before his mother Cersei can turn the boy against her. Margaery sneaks into Tommen's chambers at night and (chastely) says she wants to get to know him better, if they are to be married. Ser Pounce jumps on the bed and nuzzles up to Margaery, who calls him a proper fellow. Tommen introduces Margaery to the cat, then uncomfortably explains that Joffrey once seriously threatened to kill it.

In the books
In the A Song of Ice and Fire novels, Ser Pounce was actually one of three black kittens which Margaery Tyrell gave as gifts to Tommen, to help gain his affection. The gift succeeded, as Tommen greatly enjoyed the cats. The other two are named Lady Whiskers and Boots.

The TV series changed Ser Pounce's backstory so that Tommen had him before he met Margaery. It also invented the specific anecdote that Joffrey threatened to skin Ser Pounce alive.

The reason why this is a change is, in part, because in the books Joffrey actually did kill several of Tommen's pets. It is probable that Tommen had no pet cat before he met Margaery in the books because Joffrey killed any cat he attempted to keep as a pet. Tommen did have a pet deer once (because the sigil of House Baratheon is a stag) but the young Joffrey killed and skinned it.

Joffrey had a frequent pattern of cruelty to animals in the books (which is actually one of the three telltale signs of psychopathy), since he was old enough to walk and talk. When Stannis is informed of Joffrey's death, he recalls that once, when Joffrey was a little boy, one of the cooks in the Red Keep told him that one of the kitchen cats was pregnant. Joffrey then took a dagger and opened up the cat, because he wanted to see the kittens. Covered in gore, he then carried the dead cat fetuses in his hands to show his father Robert. When Robert turned around and saw this spectacle, he was so horrified that he instinctively punched little Joffrey, so hard that for a brief moment Stannis seriously thought Robert had killed him, though he did knock out two of Joffrey's baby teeth. After he became king, Joffrey would shoot cats (and humans) with his crossbow for his own amusement. The irony was that the sigil of the Lannisters is a big cat (contrasting with how the Stark sigil is a direwolf, and the Stark children have pet direwolves).

Thus while Joffrey's specific threat in the TV series to skin Ser Pounce alive and feed him to Tommen was not made in the books, based on Joffrey's actions in the books, it was probably not an exaggerated or idle threat.