They generally burrow, but like MeTree said I've heard of some that don't. Occasionally it can be a sign that something is irritating their skin. Or sometimes they won't burrow if the substrate is too wet or dry. It is hard to get the balance right. Last week, the humidity kept dropping in my little pacman's terrarium so I sprayed several times. But the poor little thing unburried itself in the middle of the day, sat on top of the soil, and wouldn't rebury. I had accidentally made the soil too wet. When I sprayed the water was all going to the bottom for some reason, so even though the gauge said the humidity was low, the soil was way too wet. Just something to watch out for. What kind of substrate do you use?