What kind of bug could this be?

Have you looked UNDER the mattress and in the sewing of everything? In the bedding, the box spring, the cottoning? The black stuff is waste from SOMETHING. I would call an exterminator right away. If one can't come, get a steamer and try to steam around the sewing/stitches and see if anything comes out. Also look around your wall baseboard and outlets. SOMETHING has to be biting you and running during the daytime. Maybe if you wait until night, and then turn a flashlight on the bed, you might see them. Good luck.