The Cat scene was certainly...well, not in keeping with how I've always viewed her thinking and actions. It was hard to reconcile with the 'it should have been you' comment to Jon when she last saw him at Bran's bedside
Or it could be that at the time she said "it should have been you" her husband was alive, her land was peaceful, one of her daughters wasn't missing, family friends and advisers were still alive and her home wasn't a pile of ruin.
Since she's a prisoner, she's had more than enough time to herself to think about the bad state of things on the personal front and she's blaming herself.
Brendan Moody wrote:
The Catelyn scene was terrible and embarrassing.
Really? How so? Most of the negative reaction I've seen comes from people who've read the books. But this isn't the books, and I didn't really have much of a problem with the scene for the reasons stated above.