Sounds like you are doing everything right. Even if you kept your home immaculately, you could still have mice or rats. Granted you might have noticed him sooner. :P
Human beings and mice have co-existed for millenia. Of course some experts think that's how black plague was spread. But that was before modern sanitation, etc.
It's such a gross feeling - but I wouldn't get obsessively worried other than closing up the entry point and trapping any lingerers-on.
ETA: We had a baby rat in a trash can in my son's room. Our builder, who is also a good friend, literally picked the thing up and held him like a hamster. Extremely gross. But still. Builder is alive and well today!