On the old Pokemon games when you talk to people they usually say this term. What the heck does it mean? :p
A Japanese term for (often evil) laughter. It is often used in manga or manga-styled scenes in anime when someone is deviously plotting something. It is mostly humorous.
and I already knew it was a laughter
Obviously, 'fufufu' is not a word. So they are probably just muttering something, or maybe Game Freak just put it there for no exact reason. There have been occasions where Game Freak do that kind of thing, so I'd say that's why.