This is confusing because the whole point of the skit is a play on words. 'That' in this case refers to the previous time he corrected her. Girl: "You need to let me finish what I was--" Boy: "Eating." Girl: "You really thought I was going to say--" "Boy: "Eating. Yes I did." Girl: "No, I was saying not the time before THAT." She is referring to the moments prior where he corrected her. This is confusing but I hoped I helped at least a little!