The Cheshire Cat is a character created by Lewis Carroll for his book, Alice's Adventures in Wonderland. It has its origins in a well known saying, 'to grin like a Cheshire Cat'. The phrase first appears in print in the second edition of Francis Grose's Dictionary of the Vulgar Tongue, from 1778:
Cheshire Cat He grins like a Cheshire cat; said of any one who shows his teeth and gums in laughing.
Brewer's Dictionary of Phrase and Fable says that:
The phrase has never been satisfactorily accounted for, but it has been said that cheese was formerly sold in Cheshire moulded like a cat that looked as though it was grinning.