I finally found out what has been in my bluebird box today. It is a fierce little cowbird according to a post I saw at "My Bird Tales". They (male and female) have set up housekeeping and I found 4 little speckled eggs in there (March 30).
Well, today I found the male bluebird fighting with the cowbird. I checked but the eggs are gone. But now the bluebirds want their home and I want them back! So I suppose I will clean out the old nest and let the bluebirds come home. They raised two broods in there last year and my heart does belong to bluebirds!