I've started a new game and found a strange burrow in the desert while farming strange liquids from the worms. This weird mouse was in it:
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I haven't seen it before. I wonder if it's just an easter egg or something.
You can catch those mice with a bug net in the first floor of cave of exiles. You can put it in a terrarium or feed it to your sandcat.
I doubt it can be tamed.
To make furniture, click the "hammer" icon on the bottom-left.
Note that if you're interacting with a workbench, the list of recipes will change, but the workbench wouldn't use things from your inventory, only from its own inventory or storages in range.
To put down furniture, right-click on it, and put it in the blue circle. Note that you can't place furniture where you stand, even if you would be able to walk over it.