Wildlife Spotting

Hello. We went into our shed this morning to see lots of mud in there!! there is also some behind our shed, and lot of twigs and logs. our dog keeps going round there and barking. There s also a medium sized hole at the back of the shed, a smallish one and by the soggy mud is a big dip and a hole. We are not sure what it is but pretty sure its some kind of animal. I wandered if you could help/give us advice. Thank you.