The first question I would ask that person is, what makes you think you have bed bugs? A skin reaction alone does not necessarily indicate the presence of bed bugs. Other bugs, allergies and irritants in the environment can produce similar skin reactions. And it's hard to confidently identify a bed bug bite because reactions vary from person to person. My next question would be, have you seen an insect in an area where you sleep and, if so, was it the correct size and shape to be a bed bug? Carpet beetles in an immature stage are commonly mistaken for bed bugs. The carpet beetle actually doesn't look anything like a bed bug, but it is the right size. And it's another common insect to have indoors around the bed. If you find an insect that you think is a bed bug, save it in a pill bottle or another container so its key characteristics won't get crushed and a professional can identify it.

Bed bugs are annoying insects that hide in soft, warm places like beds, couches, and clothing. These bugs feed on their hosts at night, leaving small bite marks that, though rarely dangerous, should be treated right away to prevent unwanted symptoms and potential allergic reactions. To prevent more bites in the future, you’ll need to get rid of your bed bug infestation completely.

Jump up ^ Johann Friedrich Wolff; Johann Philip Wolff. "According to Scopoli's 2nd work (loc. cit.), found in Carniola and adjoining regions. According to Linnaeus' second work on exotic insects (loc. cit.), before the era of health, already in Europe, seldom observed in England before 1670". Icones Cimicum descriptionibus illustratae. p. 127. Retrieved 1 December 2016. fourth fascicle (1804)
Some preparation is still required (e.g. removal of heat-sensitive items such as aerosol cans, indoor plants and medications), but it is seldom necessary to bag, launder and/or hot dry bedding and clothing since these items will be heated along with other furnishings. Another advantage of heat treatment is that infestations can often be eliminated in one day, rather than over multiple days or weeks. Conversely, heat treatment alone has no lasting (residual) effect should bed bugs be reintroduced into the dwelling. Consequently, some companies recommend concurrently applying residual insecticides. To further minimize reintroduction, occupants are advised to take as few belongings as possible with them while the heat treatment is in progress.    
It is important to remember that they have a very flat body that allows it to hide almost anywhere. During the initial onset of the infestation, they are only visible around the tufts and seams of the mattress. As the infestation grows, these bugs spread out and inhabit larger and larger areas. Generally they prefer rough surfaces like wood or paper for their harborages.
Bedbugs may enter your home undetected through luggage, clothing, used beds and couches, and other items. Their flattened bodies make it possible for them to fit into tiny spaces, about the width of a credit card. Bedbugs do not have nests like ants or bees, but tend to live in groups in hiding places. Their initial hiding places are typically in mattresses, box springs, bed frames, and headboards where they have easy access to people to bite in the night.