They do not know their boundaries; and do not repect your space or stuff. You need to have a talk with them and let them know how you feel; If they get upset they are not really a friend
Friendship is respecting each other and what belongs to the other person.
Sometimes people get too comfortable and think they can share everything you have, even your personal stuff. Your home is a place they visit; they are not in their home and hopefull you do not do this when you visit them otherwise they are making a statement and the two of you need to talk