She said she thought I was quitting next week.
Why would she think that?
Apparently she heard about it when I was joking with my coworkers.
As long is it is not something that you really plan on, do not worry about it. You can say things you do not mean when you are upset about what is going on at work. Most people will know you are just blowing off steam.
I'm definitely leaving. Maybe I'll tell her on my last day.
If you're going to quit a job just be honest about it. It's immature to joke and pretend about your actual feelings to hide the truth. If you tell them the truth then they'll have to just accept you quitting and everyone can move on.