Considerations, Before you begin looking:
The usefulness of good light can not be under stated. You may miss the only conclusive sign just because you did not have a good enough lighting to notice it.
Turn on the lights, move the curtains and bring in extra light sources, preferably without the tripping hazard of wires.
You may be trying to find a needle in a haystack or an obvious infestation.
You will find things that may look like an insect or an actual Bed Bug. You will need to store them for detailed observations, later. Use any transparent storage device:
Plastic bag, Clear Bottle or Glass Container with lid
Have some garbage bags handy in case you need to temporarily store away some articles or simply for disposal.
Support of a Second Person is Invaluable:
To hold the Light and be Extra Set of Eyes to locate Bed Bugs.
To Capture a Possible Bug and Store it.
Hold Elements of a Bed Frame for Dismantling and Inspection.
You need to look closely and patiently under and around all components of your bed and night tables.
Make space around the bed arrangements and sofas.
Move away items stored under or near them.
Unplug devices from wall outlets to avoid tripping hazard.
Move night tables and other articles at a distance from bed setup.