Hydrocortisone cream can thin the skin, only use this if you have been prescribed this by the doctor.
Calomine lotion or a calomine based cream can help relieve itching.
They may be bug bites, or it could be scabies. Ask your pharmacist for advice. If it is scabies, you will need a different type of lotion to treat this.
Best thing to do is to vacuum your bedroom and every nook and cranny and the creases of the bed and mattress and under the bed and the headboard if you have one. Vacuum the curtains and skirting boards too.
If you have any soft toys in the room, wash them or if they cannot be washed, put them into a plastic bag and put them in the freezer for a day or so.
The bugs may be very small and most of the time they hide in very small crevices and cracks that you would not be able to find them.
Also wash your bedding on the highest wash you can and any clothes that have been lying about.
It may be an allergic reaction to something. Ask the pharmacist for advice if you cannot see your doctor. If it is an allergy, an antihistamine may help.