I think you've got pets in the house and it's probably either a dog or a cat that sleeps in your bedroom, probably on the bed. Either that or you've had animal visitors.
What you describe is typical of a flea larvae. Have a look here:
http://www.fleafree.co.uk/about_fleas/en/index .shtml
Click the larvae option on the left of the page and see if the picture resembles what you've seen. Lots of other images are available if you Google "flea larvae".
Fumigation should be a last resort. We've got two cats at home, one of which is a tricolour and hardly ever goes out, while the other is a tabby that's out permanently. The tabby "gave" the tricolour fleas, and she developed an eczematous flea allergy on her back near the tail. We took her down the vet, who drenched her in "Frontline" spray and gave her a corticosteroid injection and she's been OK since.
The tabby was started on a course of "Frontline" ampoules which are applied on the skin on the neck. The chemical kills fleas before they lay eggs and thus, the flea life cycle is broken.
Before treatment, the tabby often slept in the youngest daughter's bedroom on the bed and initially left the odd flea egg on the bed linen. Our daughter alerted us one night to the flea larvae which had hatched from the eggs. Your description almost exactly matches hers when she came downstairs.
Get the pets treated as soon as possible is the best advice I can give you. Frontline has revolutionised the treatment of flea infestations the world over.