Hi, and thanks for writing. Your bird is most likely playing with the newspaper or if bird is a female, she may be trying to make a nest. Either way, it is not a sign of illness all by itself. If bird is tired all the time, too quiet, and is not eating well, those are signs of illness, and will need to be seen by an Avian (bird) Vet in your area.
Hope this helps, and feel free to write again anytime you like as we enjoy hearing from you,