Aside from the obvious of waking up
with an itch or series of red welts on your body, a Bed Bug will leave evidence as the infestation grows. 

Over time you may start to see small pin head size stains on the sheets. They appear as dots, specks of debris. These spots are either digested blood or a dripping from the Bed Bug after feeding. The color when dry will be either black or a rust color. These spots may also be found in a group of clusters, little bunches. You may also see them around the perimeter or areas of the mattress where there are folds or stitching.

Another sign is a smell. The smell will be a sudden musty odor. The scent is similar to the herb Cilantro, also known as Coriander. The stronger the scent the heavier the infestation. It will be a new and unusual smell in the areas where Bed Bugs are suspected. 

Small translucent shell like casings. These casings are the shedding of a growing nymph (junior Bed Bug). Each time there is a molt another step of growth takes place as the Bed Bug grows into adulthood.

There are five stages of growth from egg to adulthood. Each stage will require a blood meal for growth and maturity. If you see these shell like casings (they will also be very small) it is after a “molt”. This is a sign there is an infestation and it is growing.  A “molt” by definition is the shedding of the exterior of the Bed Bug. When they molt they are in the process of growing and moving on to their next stage and size.

Both male and female will molt after each and every blood meal. Blood is the only (food) source of nutrition for the Bed Bug. Because of the Bed Bug’s size and elusive behavior you may never actually see a live Bed Bug in the early stage of an infestation. 

After 6-10 days the Bed Bugs eggs will hatch and begin to grow. The
eggs require a microscope to actually see due to their size, so don’t waste time inspecting for eggs. 

A nymph (baby Bed Bug) starts out as translucent or whitish-yellow is color and almost naked to the eye. As they feed (bite) their bodies will grow in size and change in color on the way to adulthood.

The point here is that there may be no visual confirmation, but there could be an infestation just getting started. The Bed Bugs are mainly nocturnal and elusive. Keep in mind the stated signs of confirmation. Inspect the sheets for dark little black specks or rust color dots. They may even appear as a dust particles. Examine the mattress edges and areas where stitching. Look at the seams or folds. Look for specks & dots as well as small shell like debris. A foreign smell that suddenly is present. The scent will become even
stronger over time as the infestation grows and establishes itself.