We had a scratching on the ceiling of our bedroom, it freaked me out. It would run around and I could hear it early in the morning after dh went to work. It was too big to be a mouse, so I was thinking maybe a rat. It just freaked me out. Turned out to be a squirrel nesting, a whole family living in our attic!!! My dh found them, not exactly a safe thing to be doing unprotected.
We've had mice too. The only solution I found after trying traps was what our pest control company calls "tracking powder". It is a highly toxic, poisonous substance. The techician places a the powder down in areas that mice walk, but other's will not such as under our baseboard heaters, on the pipes in the crawl space, corners in our crawl space. I walked through our house with him the first time and we decided together where would be safe from children and cats. It was 3 years ago and I just had it done again b/c I had a stinking dead mouse under my frig for a few days and it was gross. The theory is that the mouse walks in the powder, licks it's self clean like cats do, and then the poison requires them to search out water and they will go outside for that (in theory). The food baits also require the mouse to find water, I think the last one found it under my frig in the drip pan!!! What you don't want to have happen is for a leaking pipe in a wall to become the water source -- talk about stink!
BTW - if you do have a mouse nesting in the wall, it probably stinks like urine and poop, eventually the smell will come through the wall or will if you cut into it. I had mice nesting in a room we had halted remodeling on due to winter coming. They were building nest with the cat toys stuffing and had plenty of food - cat food, I wondered why it was going so fast! I had nest behind an uninstalled cabinet, sheet rock leaning on the unfinished walls, the underside of my small refrigerator and all were loaded with mouse poo droppings. Eventually the smell is what triggered me to find out what was going on, I had no idea we had a mouse problem that extensive. I hadn't gone into that room since it was cold and not finished, but the smell was waffing out into our main house. That was just a gross day of cleaning and I ended up doing it 3X before the mice were gone from my house. And it was a cleaning job that only Bleach would be acceptible IMO.
Now while the tracking powder is not my first choice, it was my last option to a solution. We had tried traps and watched a few mice walk right around them!!! We had tried poison food baiting systems, but why would a mouse go to it when there was cat food and our food to go to? I was finding mouse dropping all inside my kitchen cabinets, the drawers, around our sunk pump, etc. The last straw was watching a mouse come out of our cereal box on the wire metal shelves and hearing another in the cracker box at the same time -- ewww, gross, freaked me out!!! Every open box was trashed by me after that and I called the pest control company again at which point I was given the tracking powder magic.
I think mice are very dirty and breed disease. I just don't have any issues with ridding my house of them by any means necessary. I would not be happy at all hearing mice in my walls b/c I know what their droppings and nesting looks like and smells like on the other side of sheet rock.