Wild squirrels are like a bio feedback device. They are most relaxed and compliant when you are relaxed, comfortable and confident.
They prefer sleep in locations which are off the ground.
They are wired to be observant, careful and cautious and if they sense trouble they have blazing speed. They are on the menu of many creatures and know full well that they just can't sit around lackadaisically and oblivious.
Their play is practice for escaping the grasp of a predator and leaving the scene as quickly and erratically as possible. I first I thought something was wrong with her, but then I realized that it was practice for the most important moment in their lives. I never scold her for zipping around.
They purr, a low ticking sound, and cuddle. They want to be independent, but they want to check in with their parents occasionally. If they can't get positive attention, they will take negative attention. If they like you, they will mind you when you redirect them. Always praise the desired behavior.
Violent sound and actions disturb them profoundly but they can become accustomed to usual sounds. I would mimic the sound before doing the thing that would make the noise and that seemed to prepare them for what is to come. They are very smart and have awesome spatial memories.
If they ever are on your shoulder and reach toward your mouth. They aren't trying to scratch you. They want to be taken somewhere. As baby squirrels mom grabs her babies by the folds of skin in their undersides and their job is to grasp her around the head and neck with front and back legs as she moves them to the new location, usually another nest.
They are wired to build multiple nests and will do the same in captivity, behavior which often gets misconstrued as destructive behavior. It just needs to be redirected constructively with materials that you don't mind them shredding.
The older they become, the more they want to be outside, leaping amongst the trees. This is hardwired. The will rather be outside than staying inside with you. They don't want a life of being your pets. You don't have to worry about that.