Martians, Go Home by Fredric Brown

Martians, Go Home, originally published in 1955, is a comic science fiction novel that tells the story of Luke Devereaux, a science fiction writer who witnesses an alien invasion of little green men. These Martians haven't come to Earth to harm anyone-just to annoy people. Unable to touch the physical world, or be touched by it, they take great pleasure in walking through walls, spying on the private lives of humans-and revealing their every secret. No one knows how to get rid of these obnoxious little aliens, except perhaps Luke. Unfortunately, Mr. Devereaux is going a little bananas, so it may be difficult for him to try-but not impossible.