White lie
They're asking you this question because they want to know who you were with. A couple gals in college told me this and they said, if you say nothing, they think you're boring. If you say I went out with this gal, they become jealous and start fighting for you.
It's a white lie if you didn't go out on a date, so what? No harm, no foul. Just say you went out with this gal ... and accentuate the positive, but be very vague. Say, yeah, we had a great time, she was cool ... and end it there.
What's not given enough credence on this message board or site is always be seen with women, or heard about going out with other women in front of other women. They try harder when they think other gals are moving in on you; if you're a loner, they don't find that attractive.
Tell them you went on a date or dates. ALWAYS throw other women in their face, be it physically in front of them or verbally. Even if you had a bunch of exciting hobbies they'd think it's cool for a second and forget about it. If you said you were on a date, they'd think about it for a long, long time.
Trust me on this, I have experience in doing this and each and every time it's played in my favor ... and I'm pulling the stunt in a couple weeks as I'm going with a friend (who is about a 9, but taken) to a place where this other gal I've dated works. Watch the sparks fly!