Mary, it is quite common. They are notorious for pecking out the knots in siding so they have access to a HUGE nest cavity. Flickers will do it as well. Much of the time they do it for the sound it makes - chimney chases are hollow and the sound resonates more than a solid tree trunk. I'm sure our resident Woodpecker expert can chime in with more details.
From: COBOL [mailto:<cobol-bounces...>] On Behalf Of Mary Webster Sent: Monday, April 02, 2018 2:46 PM To: COBOL Subject: [COBOL] Nuthatch
Have any of you heard of a pygmy nuthatch pecking a hole in the side of a house? After hearing tiny pecking for 3 days, I went out to investigate, and found one that now has a hole the size of my little fingernail. I have had, and witnessed on other house, flickers doing this.