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.