In a loading screen it said that there is no cow level. What is this referring to?
Way back with Diablo 1, there were rumors that clicking repeatedly on the corpse of a specific cow would open up a secret level.
Blizzard denied this (rightfully so), and made a humorous nod to the rumor by including a cheat code in their game Starcraft. Typing "there is no cow level" into the console would allow you to skip a level.
In Diablo 2, they added an actual secret cow level.
In Diablo 3, they did not add in a cow level, but instead added a different secret level.