Does the tail look like it has black bumps on it? Sometimes they are waxy. These are blackheads. They can loose the hair on their tails because of this. Wash the tail with their regular ferret/cat shampoo every other day. It may take a few weeks to get rid of them. You can also get a special shampoo from the vet that will usually help faster. As for her stopping and biting her leg or whatever, mine do that too when they get excited from playing. I don't know why, but all the ones I've had have done that. Sometimes they go from side to side scratching themselves. A couple of things here. Just use a ferret or cat shampoo on your ferret. Dog shampoos may dry out their skin too much. When you wash her bedding, don't use a fabric softner. I use a detergent that is dye free and odor free, the same that I use for my family. Those added things can irritate their skin. When you bathe her, don't do it more often than 2 wks and make sure she's rinsed well. I give mine a bath maybe once a month. If you do it too often, it will make their oil glands produce more and cause a stronger odor.
Hope I helped!
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Kat
Ferret mom to Jasmine and Daffy
A Cheesehead from Wisconsin