You better take off all your clothes then, wouldn't want your skin to suffocate!
It's actually caused by friction. If you want to prevent it, get an ergonomic mousepad or hold your wrist up. It's not exactly a bad thing though, it protects your skin. It's the same thing that happens when you get those hard spots on your hand when riding a bike.
I have never gotten a callus from using any mouse before though, not even the old rectangle shaped ones.