Grey Squirrels are very common in all of the Houston area so having one in your attic or walls unfortunately is not uncommon.  Squirrels build nests in attics similar to the ones they build in trees with the exception that they use building materials they find in the spaces they reside such as insulation, which makes an ideal nest building material.  Aside from making a mess in the attic with their droppings and urination, they often carry fleas which can quickly spread into the actual home if untreated.  

Grey Squirrels are avid chewers due to their front teeth constantly growing and therefore they constantly chew or grind their teeth down.  This sound of gnawing often gives them away. 

Their young are often responsible for gnawing wires which can usually be found not far from their nests and are the second leading cause for house and building fires. 

If you suspect squirrels in your attic and one of your outdoor lights quits working suddenly it is important to have a certified electrician inspect to make sure there are not any chewed wires in the attic.