If that detector is a recent purchase, might want to see if there’s any sort of manual included in the packaging or try looking up a brand name and model number. Most (if not all) that I’ve used have you start by holding the device to the wall to establish a baseline before doing a sweep across the area of interest. I usually try a few spots as the initial calibration point and also tap on the wall to listen for hollow/solid areas to see if the device readings are sane.

This stack exchange post has some useful tips as well. One specifically mentions touching the wall for grounding to reduce false positives, sounds like it could be related to what you’re seeing. There’s also a suggestion about adding layers of paper to decrease sensitivity so you’re filtering out the weak results that may be another source of false positives.

If in doubt, flip your breaker switch for that area and confirm with a plug-in tester before putting holes in stuff. It’s easier to turn that back on than to restart a human. As for anchoring, you might be fine with those little press-in plastic pieces but if your cat likes lasagna as much as some, might be worth checking out molly bolts or toggle bolts: they start with a bigger hole than the plastic bits but then expand on the other side of the drywall to spread out the applied forces. Over-engineering lets me down less often than just winging it.