Do you own a cat or dog? I ask because we have a killer cat who tends to bring rats to us as "gifts." We have a cat door so the cats can come and go as they please, but of course this also allows her to haul in small dead animals (not limited to rats, although those are her favorites lately - she has also brought us frogs, dragonflies, and bat moths... charming!). YUCK.
Before you freak out too much, check behind your fridge, behind the TV, those kinds of places. If you have rats, you will see rat droppings there. In your pantry, you'll see the corners of boxes chewed through. You may also find shredded paper or other "nesting" materials. Rats can get into a space the size of a quarter, so it can be tricky finding where they're coming from.
All an exterminator will do is put down snap traps or glue boards in the areas where there's evidence of rats. You don't want to poison them, because then they'll crawl off and die somewhere (even inside your walls) and will smell awful. Also, any cats in your neighborhood who are mousers may catch a poisoned rat, and you don't want the cat to be poisoned. (Cats are one of the best defenses against rodent infestation!) If you aren't squeamish, you can put down glue boards or snap traps yourself. Obviously though, then you'll end up with dead (or worse, not-quite-dead) rats that you'll have to dispose of yourself - but even with an exterminator, you'd have to call them, report that there's a rat, and wait for them to come deal with it... so it's up to you.
But first I'd wonder how a dead rat came to be inside the house, and maybe your dog or cat brought it in as a "gift" to you. ;) And if you don't have a good cat, maybe now is the time to get one!