In a previous season Cassie visited Olympia at her bookstore in Chicago. I think Cassie had some sort of problem/dilemma that Olympia helped her sort out. I believe, as suggested above, that she was some sort of mentor or teacher to Cassie years ago.
Edited to add - From Wikipedia:
Season 3 - "Cassie and Joanne [Sam's sister] reflect on how stressful wedding planning can be. Joanne mentions Sam's feelings towards marriage, quickly realizing this is news to Cassie. She tries to reassure Cassie that Sam does love her and leaves Cassie alone in her thoughts to take in this unexpected revelation...Unfocused and distracted with Joanne's info about Sam, Cassie goes to Chicago to visit her old friend and mentor, Olympia (Wendy Crewson). Meanwhile, in an effort to keep Sam from letting Cassie slip away, Joanne encourages her brother to focus on the good things in life instead of worrying about the bad things that could happen. After realizing his true feelings, he surprises Cassie in Chicago. As the two of them talk things through, she assures him that she is willing to live in each moment and see what comes."