Birds do indeed nest in lofts, attics, barns, wherever there is shelter from the elements. Sorry to hear that you are afraid of them, they are quite fascinating animals.
You can have them removed by professionals, and they can put screens and whatnot to keep them from getting back into the loft. You might even be able to call animal control, and tell them what you have up there, and they might remove them for you for free, but you would have to install the screening yourself. Hope this helps, good luck.

 Yes, they can like barn swallows or owls will build nests in barn lofts

 Yes its an ideal place fr the to nest if you don't want them there is there any one who could move them for you if not try rspca,or any animal protection centre I'm sure they would help