Denene, they are just trying to find a place to “roost” for the colder weather, mainly at night. Lots of birds roost in their nesting boxes, however, mine do not even here in Mid-Missouri, as they have plenty of trees and shrubs to keep warm. Just because they are going into the box does not mean they will build a nest (they know it is not the right time)- just trying to get in out of the cold. My problem here is that other birds will roost (stay for the night) in my BB boxes and the blues go elsewhere. P.s. just remembered that they will sometimes put a small amount of grass or covering over the very bottom on a box to keep it warmer if they plan to roost in it.