Third eye lids are a membrane which will help keep the eyeball clear of dirt and debris and keep it moist. It's not normally visible in a healthy cat but can become visible when there's irritation in the eye. A vet can manipulate the muscles around the eye to make it cover the eye. As far as I'm aware cats are born with them.

Found a bit of info on this site Animal Planet :: Cat Guide -- Body -- Third Eyelid

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Owned by Ratty girls Hera, Athena, Boomer and Kitty the Cat
RIP Apollo and Starbuck, together again at the Rainbow Bridge. Till we meet again.