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Behavior
Ferrets have very quirky personalities, so they take a little explaining. Ferrets are goofy, cunning, lovable, stubborn, high-energy, persistent, and all-around fun animals. Here's a list of the more common ferret behaviors/ personality traits.
Info Index
Has anyone seen my shoes?
Almost without exception, ferrets are thieves - the "furo" part of their taxonomic name is Latin for "thief". I have no explanation for it, but stealing and stashing things seems to be an innate behavior. Ferrets will have certain predilections for things they steal: Sculley loved shoes, Baby wanted cardboard boxes, and Buster would take anything squeaky or edible. Ferrets will be pretty bold about stealing stuff, and it's not uncommon for them to walk right up and try to pull a shoe off your foot.
Page 1: Preparation, Needs

Page 2: Behavior, Training

Page 3
: Medical Concerns
Once they've got a treasured item, ferrets scamper off to hide it (see picture). Most ferrets will choose one or two "hidey holes," and will stash all their finds in these few specific places. Under a bed, in a drawer, behind the couch - these are all choice places for a ferret stash. Eventually, your ferret will nab something important (my wallet was constantly walking away). Be prepared for a pouty irritated ferret, because few things upset a ferret more than someone stealing their stuff.
Um, your ferret just flipped over
While it may alarm non-ferret people at first, ferrets are supposed to flip over. This little maneuver is known as the weasel war dance, and ferrets will do it when excited or happy. They hunch their backs up, open their mouths wide and hiss or chuckle, and bounce up, down, and sideways (see picture). It's not uncommon for them to fall over themselves in the process if they get really worked up.
It may look like a display of aggression, since ferrets often bare their fangs and hiss when they dance. But rest assured, the war dance is a sign of excitement or happiness. A ferret will do it when they're excited about a toy, another ferret, treats, sounds, lint, the NASDAQ composite, who knows?
What a cute little squirrel... OW!! HEY!
Ok, the whole ferrets-are-vicious-biting-beasts thing needs clarification. Yes, ferrets bite (or nip, as ferret people term it). But with some simple training, they can be trained not to bite, and will continue not to bite all their lives. To those people who claim that ferrets are particularly vicious, I've got this to say: all neglected pets bite, and I guarantee you a neglected dog will do far more damage than a ferret ever will. Heck, I might bite you if you keep calling them squirrels. The key to well-socialized pets of any kind is proper training and a loving environment.

Training a ferret not to bite is pretty straightforward; you just have to be consistent and patient. Here's the basic method:
1 When the ferret bites, pick it up immediately

2
Grab the skin on the back of it's neck ("scruff" the ferret). This doesn't hurt; and it mimics the discipline action of a parent ferret.

3
Hold the ferret face-to-face with you, and say "NO" loud and sharply

4
Give the ferret a quick hug, and put it back down to play
5 The next time the ferret bites, repeat the process: Scruff, "NO," release.

6
After the third time, scruff & say no, then put the ferret in its cage for a five minute time out.

7
When the five minutes are up, let the ferret back out to play.

8
Every time after that when the ferret bites, scruff and say "NO" three times, then do a time out. BE CONSISTENT.
Two important things to add: First, never hit a ferret because it has bitten you. This will only provoke a more hostile response, and make the ferret scared and defensive. If the ferret is afraid of you, it will bite to try to protect itself. And second, handle and cuddle your ferret as much as possible. The more accustomed the ferret becomes to handling, the less it will bite.
How the heck did you get in THAT?
Ferrets put Houdini to shame - they can get in and out of most anything (see picture). This is in part what made them such good rabbit hunters. The general rule is an adult ferret can squeeze into any space 2 square inches or larger. Some younger or smaller ones can get through a 1-square-inch hole.

They are
insatiably curious as well; and the combination of these traits means ferrets are always into stuff. Ferrets will examine anything exhaustively, then come back and examine it again. They'll sniff, taste, dig, nudge, drag, or steal everything within reach. Keeping ferrets out of things that could be harmful is a big task. For a good explanation of ferret-proofing, go to Ferret Central.
And speaking of safety, go on to the medical concerns section...