I have heard that Jack Russell's are diggers. Misha has never dug a hole outside. However, she does it inside. Sometimes when she is in the living room, she will jump up and begin digging furiously on her dog bed and blanket. It's funny to watch. It is as if all of a sudden she decides that this must be done. She is very serious about it.
I have also seen her do it to my bed pillow. This is usually when we are playing. She will run down the hall and attack my pillow by digging on it. I guess we should be happy that she does this instead of digging holes all over the yard.
My Lab was a terrible hole digger for her first year. She dug them all over the backyard. She ended up growing out of it. By the time she was a year and a half, she didn't do this anymore.