This can be a very bad thing if the object is small, and the ferret swallows it. Blockages are life threatening to a ferret. Ferrets can also get their heads stuck in toilet paper rolls, so it is a good idea to tear them up before you throw the empty ones away. Once in a great while a few ferrets will even chew on electrical cords which is very bad. A little coating of bitter apple or Tabasco sauce will usually cure this, however.
Ferrets are also excellent climbers.
The can find complicated routes to places you never thought they could go. You may need to rearrange things slightly to keep them from knocking things over. A large piece of wood, or Plexiglas cut to fit and anchored in will also work. Litterbox Training Ferrets can be trained to use the litterbox. This means you may occasionally get a little present in the corner of the room.