Pet hamsters exhibit nesting behaviors by gathering bedding materials such as shredded paper, tissues, or hay in their mouths and carrying them to a specific area in their cage. They will then use these materials to create a cozy nest where they can sleep, hide, and feel secure. Hamsters may also display nesting behaviors by rearranging their bedding, digging tunnels, and creating hidden spots within their cage. These behaviors are natural for hamsters and help them feel safe and comfortable in their environment.