The major reason that mice are bad for cats, dogs, or ferrets to eat is
that they cat get tapeworms from them.  Cats that are regular hunters
should be dewormed every so often to prevent the tapeworms from becoming a
problem.  Other than perhaps causing an upset stomach because a ferret were
not used to eating mice (and the risk of tapeworms), I don't think mice
would otherwise be a problem.
[Posted in FML issue 3039]