Have you put down any bark chips, or any organic mulching material purchased from a garden centre or similar? Sometimes these come in via that route, if this is the first year you've seen them. They'll pass after a couple of weeks, but may recur at the same time next year.

Its a mushroom time of year - they love a few warm days followed by a wet one. They are just the fruiting body of the large underground plant that looks like a lot of white threads, so getting rid of the mushrooms only has the same effect as picking apples has on an apple tree. Different ones grow on different things, eg old rotting wood buried in the soil, manure, pine needles etc. They are one of nature's ways of disposing of dead stuff.