With the colder weather it's not uncommon to find that rodents and other wild animals start to look for a new home. These pests, just like us, are looking for water, food, and somewhere warm to live. Certainly if you leave food around, it can attract them but sometimes they come inside just to find a warm place to sleep.

I'd suggest cleaning your room and then calling whomever is responsible for building maintenance.

Could be a small mouse or a rat or squirrel.

even a small rodent can sound rather large.

Or a bat. We had bats. They scratch and also squeak - the aqueak sometimes sounds like a kissing noise or air escaping a heat pipe. They finally rested the the base of the wall in our bedroom where we were able to pop off the baseboard and get them out.

But be careful they can be dangerous if you are scratched. Rabies. I would consult whomever owns the building to take care of the problem.

I assume you don't own the home, so if you are renting, you must tell the landlord or property manager.

Is there a crawl space under your house/apartment? Then some animal(s) have gotten in. They need to be trapped or exterminated and then the crawl space entrance/exit should be securely sealed along with any other (even tiny) places where animals can enter.