This idea of Torvald patronizing Nora and thinking of her as below human has become so obvious that even Nora knows the reality of her relationship with Torvald. Having this quote be said by Nora herself, calling herself a Squirrel, is all for Torvald in order to keep him happy. Using the adjective of "little" as well makes it seem more cuter and more weak. Seeming to grant Torvald the feeling of power over Nora as she is describing herself as a little Squirrel who needs the help of Torvald. And of course Torvald, being the prideful man he is, loves this and Nora knows that this keeps him happy, which will of course prolong their relationship. This is recognized by Nora as she tells to Ms Linde, "When it no longer amuses him to see me dance and dress up and play a fool for him". This shows that Nora knows in order for her to survive and keep this marriage going, she has to play along and pretend towards Torvald and simply amuse him.
This shows the constant playing around Nora has to do in order to stay in the marriage. Constantly not be herself because as we know, Nora isn't this childish woman that has nothing going on in her life. She actually has the deal with Krogstad which is something quite problematic which simply a "little squirrel" would not be able to handle.