Mason Bees are sometimes found in walls that receive sun for most of the day. They often make nests within the cavity of a wall and enter the cavity via small holes in the pointing between the bricks. There are several different species of mason bee, none of which are dangerous to humans, even getting one mad enough to sting you would be a challenge!
These bees do not eat the Mortar but they do burrow through it and can seriously undermine the structure of a wall if action is not taken in time. Look for excavated mortar that collects in piles at the base of the brickwork as this is a sign of mortar bee activity, or sit and watch the wall on a warm day and you will see the bees entering and exiting the brickwork.
Typical damaged caused by mason/ Mortar bees
Your local council will normally come out if requested and insecticide will be sprayed on the nest to kill the bees. This is not always necessary as the best thing to do is to patch re-point the wall so that the bees cannot enter the wall in the first place, this normally stops the bees from causing further damage! Repointing is best done in the Autumn as this is when the bees are not active, use a hard mortar mix as this should stop the bees!