Gatuna literally means "feline" or "cat-like", but in this song, it's used in a more colloquial and intriguing way to describe a woman who is cunning and thieving.
The singer uses it to portray his love interest as a playful
Paulo Gonzo teams up with Anselmo Ralph to turn falling for someone into a small crime scene. He starts out swearing he never wanted this: "Eu nunca quis apaixonar-me assim deste jeito" [I never wanted to fall for someone like this]. Then a woman walks in slow and unbothered, and he decides she's hiding something dangerous. "E eu sei que ela esconde em si uma arma mortal" [And I know she's hiding a deadly weapon inside], he sings, "Pois quando toca em mim meu corpo não dá sinal" [because when she touches me, my body gives no sign]. No alarm goes off. That's the whole problem.
The chorus makes the metaphor literal. "Ela é gatuna" [She's a little thief], he repeats, and she doesn't stop at his heart. "Entra na minha mente sem autorização" [She gets into my mind without permission], then walks off with the goods: "Rouba milhões de beijos" [She steals millions of kisses], "Rouba milhões de amassos" [She steals millions of caresses]. By the time he notices, it's already done. "Não dá tempo sequer pra eu me defender" [There's not even time for me to put up a fight], and honestly, he doesn't sound like he wants one.