I found this on my door frame recently. We saw several last year on the windows but we don’t know what it is. It looks like twigs and appears to be stuck to the surface by the tip.
From what I can see in the picture, I believe that this is the nest of the Organ Pipe Mud Dauber Wasp, a common and harmless species. No need to remove it. Lots of info at Wikipedia and elsewhere on line.