Subject: Weird looking nest
Geographic location of the bug: Pennsylvania
Time: 09:25 PM EDT
Your letter to the bugman: My step daughter found this at her house. She said the tenant is black and white and sluggish looking. But it hides inside when she tries to get a pic.
How you want your letter signed: Curious
This looks to us like the dried tip of a pine branch containing pine flowers. See Friends of the Wild Flower Garden for some images of fresh pine flowers.