It's a Nutty Idea is a mission in LEGO City Undercover: The Chase Begins.
Walkthrough[]
The enemies have trapped a squirrel. Use the pieces to create a wall that you can climb on. Then make your way along the wall using the grips and the poles to shimmy along and such. Fight the enemy by the squirrel cage and then release the squirrel.
With that squirrel free, there are still more furry buddies to save. Use the zipline for a quick way down and then get in a vehicle. Drive to the area where the next cage has been spotted. There will be two enemies by this cage this time, so defeat them.
Now use the grappling hook to get into the tree. Use the tightwire to walk from one tree to the next, and then the next tightwire to reach the telephone pole. You can then use the zipline to reach the next caged squirrel. Release the little guy and then head to the next caged squirrel, which is being held over the river by a crane.
Fight all the enemies here, there will be two again, and then use your cop skills to pull down the ladder. Change to the Construction Worker costume and mess with the control box to make the crane drop the squirrel on the dock. Free this third squirrel, but they, of course, have yet another squirrel in custody.
As you arrive to your destination, you will find that a bear is in the path. Go opposite of the bear to find a campsite. Speak with the people there and they will give you a fish. Take the fish to the bear to distract him and then switch to the Miner costume.
There will be two piles of boulders blocking the path. Smash all the boulders and then you should be able to reach the cage. Open the cage to save the fourth and final squirrel.[1]