They have feet that adhere to surfaces and can thus climb even smooth surfaces, such as walls. Wikipedia says that they can even walk upside down (e.g., on ceilings), but I haven’t seen that.
Many species are well known for their specialized toe pads that enable them to climb smooth and vertical surfaces, and even cross indoor ceilings …I have had a few in my apartment (scared the crap out of me the first time it happened), but they mostly stay outside.
Positive: They eat bugs. Negative: For small creatures, they make a hell of a noise.