Not sure what you're supposed to do if you're wearing a skirt or shorts! Keep a look out for the little creatures and make a run for it.
Update: Good news (or bad news - if you like the thought of dangerous mice) I've just received the following from TfL "Please note. The
writing on this whiteboard was not an official TfL message and has since been
removed. We are not
aware of any problems with mice so do not believe this was written by station staff."