I think its normal, my boys have displayed some sort of nesting behavior too haha
Especially Wolf loves to gather bits of fleece from every part of the cage and shove them into their main sleeping area (the igloo on the top level) and spread them out nicely. He also sometimes grabs paper, receipt paper and once even some plastic bag (I confiscated the receipt papers and plastic bag, since the receipt papers have carcinogenic chemicals and plastic bag can choke them) while free ranging and tries to drag them into the cage and to the igloo. Ive also seen my boys gather up some wood bedding (when I used aspen), shove some into their little mouths and carry it to the igloo to cover the igloo floor.
I think that they do this because either 1. They want comfy and squishy pile of things to sleep on, 2. They are lazy boys who pee in the igloo and want absorbent things to soak up their pee, even though they are litter trained, 3. They want to just fill up their igloo with materials to cover themselves in and sleep under, especially because the igloo is not very good at blocking out the light and is too bright in there.
I havent seen any nesting behavior lately, since I made them a little hidey-hole using cut up cardboard box which blocks out the light very effectively. This doesnt mean the number 1 and 2 wouldnt be true though
