The other night, i was in the twilight between sleep and consciousness. I felt my cat jump to the bed, on my feet. She was purrrrring and her paws were busy playing with something. I heard the rustle of paper and thought: oh, she's found her fave toy which has been missing. (This toy makes a noise not unlike rustling paper.)
The next morning i woke and found in my bed a sleepy, content cat next to a treasured ball of Rowan's All Season's Cotton in not so pristine condition. The paper band from the ball was under the bed.
In a way, I had been right.