Katherine Heffelfinger is an unseen girl that was mentioned in the episode Interdimensional Cable 2: Tempting Fate. Apparently, Morty has some kind of romantic interest in her and is possibly friends with her. Morty has a problem, where he was texting with Katherine, but after a while, she stopped returning his texts, which came as a huge problem to him.
In the episode Interdimensional Cable 2: Tempting Fate, Morty had a huge rage out, and he lashed out at Summer, going on a tangent about how TV producers don't care about her feelings, and would rather make their media interesting instead of inoffensive. Rick responded by saying "Jeez, Morty. I take it Katherine Hefflefinger hasn't texted you back yet?" to which Morty responded, saying "I don't wanna talk about it."