After loading directly into a rover from the save menu, I noticed this spinning probe with a kerbal (I named him Bob) sitting on it, underground.
I couldn't switch to it or select it. I never made or launched this probe either.
After recovering the rover, I returned to the KSC screen, and lo and behold, Bob and his probe were right in front of me.
I found it quite amusing, but I ignored it and went to build a jet in the VAB. I didn't look for Bob and I didn't notice him anywhere.
After taking off in the jet, I noticed that Bob was back for more, as he kept warping underneath me every 5 seconds or so.
https://drive.google.com/drive/folders/1sFEIuMFlf1Gc8pqmMxDvjSB2rmXzVqN3?usp=sharing Here's a Google Drive folder with Bob in every image and video.