I asked about oxgen sensor for lincoln they said someting about messing up cats whats(cats)

That is your catalytic converters :)

catalytic converters.it is part of the exhaust system.

why were u asking? Do you want to replace it. Go for it!

a (cat) is short for catalytic converter it is part of your exhaust it basically filters your exhaust on some cars you have one o2 sensor and typically on newer cars there is 2 (one before and one after) your cat (catalytic converter) is typically located before the muffler there also may be more then one if you had something wrong with you car i.e overheating or anything like that you may have burned your cat and it is causing restricted exhaust flow