What impresses Anne about the conversation with Peter about the cat's male organs in Anne Frank: The Diary of a Young Girl?

Anne is impressed that Peter can talk to her about sexual organs maturely. 

Anne starts out by telling us that no one has ever talked to her about sex.  She has an interesting conversation with Peter.  It is not a silly or immature conversation.  It is a frank and mature, almost scientific conversation.

There is some question about whether the cat Boche is a boy or a girl.  The cat’s stomach is swollen and they think it might be pregnant, but it turns out just to have been “due to a bunch of stolen bones.”  Peter tells Anne he got a look at the cat and he is sure it is a boy.  Later he shows her the cats sexual organs to prove it. 

If any other boy had pointed out the "male sexual organ" to me, I would never have given him a second glance. But Peter went on talking in a normal voice about what is otherwise a very awkward subject. Nor did he have any ulterior motives. (Monday, January 24, 1944)

Anne has not spent much time with boys, and does not know much about sex.  She and Peter discuss the various words for sexual organs and what they do and do not know.  She realizes that she can talk to him naturally, and this really surprises her, but for the rest of the day she is not quite herself.

Yes, it really did happen. I'd never have talked to a girl about this in such a normal tone of voice. I'm also certain that this isn't what Mother meant when she warned me about boys. (Monday, January 24, 1944)

Anne is a normal teenage girl, but she is not in normal circumstances. She only has one other teenager around other than her own sister, and that is Peter.  Her relationship with Peter is complicated.  Sometimes they fight like siblings, and sometimes they are friends.  At times, however, Anne imagines having a relationship with him.  Whatever Peter’s motivation for this incident, Anne was not quite sure what to make of it.