What is your cat's favorite toy?

It sounds like the cats are intentionally playing with you by putting toys at certain places such as in your shoes or under the bedroom floor.
You should be glad the cats actually want to play with you. :p

Cats traditionally are known for killing mice and rats. Many people used to keep cats for that purpose alone. The cats used to play the mice as toys before ate them. it is no longer common these days. It is just that too many cats today are too spoiled to bother with rats or mice.