Strange things are going on. One of my dwarfs is dead. "Completely drained of blood".
Congratulations, you have a vampire!
If a dwarf, he/she came in one of your migrant waves. They can be useful, but first, you gotta find 'em first.
The Hard Way:
Look through the descriptions of your dwarves. Vampires, if long-lived, will have an ungodly number of associations with civs. They might also have a lot of relationships. Often they have one of the longest lists of skills.
Medium-Hard:
DF Hack: Cursecheck. Hardish because vampires usually use aliases by the time they get to your fort. Cursecheck reveals their true name.
Easy:
Dwarf Therapist has an option to flag the cursed. This will be under their game alias.
Now, what to do with a vampire?
They make great and tough fighters for your military, if you do not mind the occasional death due to exsanguination.
Sometimes, if you poke 'em repeatedly in a danger room with grates above your water source, you can contaminate the water and make all your dwarfs powerful vampires.
But, mostly, people make them office nobles like bookkeeper or manager, and lock them in the room. Since vampires do not need regular food or drink, they can last a long time. Make it a luxurious office, throw in a pet if they got one, and your fort can be nearly immortal.
As for living areas, only nobles need really fancy places with engraved stone and valuable items. Later nobles will have requirements of a certain number of various items and total room value before they are satisfied. High-quality items of valuable materials, and, especially, artifacts, will boost room values.
On the other hand, mud is a very lousy floor material if/when you breach the caverns. Path-blocking fungal trees might spawn there.