It is a little hard to understand how this can be true if you have no understanding of how The Great Wiggy or the Universe coexist.
Condensation
When a squirrel is left on its own in someone's room, it will condene from the fluff around the room. The dust in the air, the fluff on the carpets and surfaces and the lint all reorganize themselves to form the sinusoidal life form known best as a Wiggy.
A lot of the fluff in any given room isn't part of the native wiggy, so hoovering and cleaning wont get rid of it.
Why are they there?
What do they do? Are they dangerous
A wiggy has to be pesky to survive. A common passtime in an empty house is to be pesky.
This peskiness mainly involves moving, collecting and re-organize objects. Squirrels are highly organized and do not like things to be where they don't want them to be.
A wiggy will move things like papers, pens, mobile phones, shiny things, and put them in a different location. Hopefully such activity makes Humans realise how messy and disorganized they are, and stimulate them to sort themselves out a little bit.