When I think of interests a woman wants a man to have my mind can't pin anything down for sure but I imagine maybe movies and cats?
So, personally speaking, it helps to have at least one in common with a guy. I never wanted my husband to have any specific interests, just one that we share, and since we both met when we were in our teens, and we're internet weirdos, we like sonic the hedgehog. We talk about Sonic music, sometimes the games, and we're going to the Sonic Symphony in a few weeks, since it's touring. It's not a deep interest, or something really valuable, or one you'd think women would want, but here we are!
My husband is a science guy, and I'm a music gal. We both have respect for each other's interests, and have enough information to understand what we're saying. When he gets into the specifics of some function in crabs, it's not boring for me, because I can tell he's really into it. Sure, some of it is just flying over my head, because I don't know some specific terms, but it's still nice to hear him share his interests.
Likewise, when I'm raving because I've figured out the chord progression in a piece I've been arranging, he's at least respectfully listening.
That's two things women often ask me about. Probably things like cooking too? I do like cats though, and I don't know much about cooking but I try to learn here and there.
They're probably just trying to get a baseline of what you're like. Movies are an easy thing to ask about, and they're sort of an indicator or if you like going out, or maybe want a date. Cats might just be to ask if you have pets, but I've met a lot of guys who didn't like cats, so who knows.
I know it's cliche, but being yourself, and letting go of some worries about being good enough really helps.