My cat brings me all kinds of weird things as well.I think it is there way of saying thanks for your love.It is his/her way of giving a little something back
It is a gift from your cat to you. They want to be praised by you for their catch on their hunt. All you should do about it is to act like you are proud of them (which you should be) and if you don't like their gift to you throw it away when they aren't looking. Maybe give them a treat.