Myth: You cant see a bed bug.    Reality: You can see adult bed bugs, nymphs    (immature bed bugs) and eggs with without a magnifying glass or    microscope. An adult bed bug is about the size on an apple seed    and a nymph is about the size of a sesame seed.  
    Myth: Bed bugs only live in dirty places.    Reality: Bed bugs are not attracted to dirt    and grime; they are attracted to warmth, blood, and carbon    dioxide. However, houses and rooms full of clutter offer bed    bugs more hiding places.  
    Myth: Bed bugs can transmit diseases to    humans.    Reality: Bed bugs do not transmit diseases to    humans. Lab tests have shown that it is unlikely that the    insect is capable of infecting its host.  
    Myth: Bed bugs wont come out if the room is    brightly lit.    Reality: While bed bugs prefer darkness,    keeping the light on at night wont deter these pests from    biting you.  
    Myth: Pesticide applications alone will easily    kill and get rid of bed bug infestations.    Reality: Bed bug control is difficult and is    most effective when a complete treatment approach that uses a    variety of methods and constant monitoring are used. The proper    use of pesticides is likely one big component of the treatment    approach, but will not get rid of the problem alone.  
    Myth: If I throw my bed and other bed bug    infested furniture out, I will no longer have a bed bug    problem.    Reality: They may be called    bed bugs but they don't just infest a bed or other furniture in    the bed room. Bed bugs can hide in any dark crack or crevice in    a room. Getting rid of furniture before it has been inspected    and treated by an experienced pest control professional can be    a costly mistake and will not solve the problem. Almost    everything can be treated to remove bed bugs but if not    properly handled the removal of furniture can simple spread an    infestation to other areas of a home.  
    Myth: I couldn't possibly have bed bugs    because I have not been anywhere that has bed bugs.    Reality: Unfortunately travel, whether outside    of the country or within the U.S., is not the only possible    source of bed bugs. Bed bugs can be found in a variety of    locations such as in hotels, motels, hostels, movie theaters,    public transportation, residential housing complexes, private    residences, workplaces, etc. Bed bugs are great hitchhikers and    can easily be brought into your home if you have visited a bed    bug infested location or have brought bed bug infested items    into your home such as second-hand furniture or luggage.  
    Myth: It can't be bed bugs because I get    bitten and nobody else in my house does.    Reality: Not everyone will have a reaction to    a bed bug bite. In fact, it is possible that two people that    sleep in the same bed are both bitten by bed bugs and one will    breakout with welts or sores as a result of the bed bug bites    and other person will not. Some people will react immediately    to bed bugs bites, while for others it may take a few days.  
    Myth: Bed bugs can be killed by cold    temperatures.    Reality: It is true that temperatures below    freezing will kill bed bugs, but the exposure to the freezing    temperatures must be for an extended period of time. It is    unlikely that temperatures in Utah will be cold enough outside    (except for certain times during the winter months) to kill bed    bugs.  
    Myth: You can feel when a bed bug is biting    you.    Reality: You usually will not feel it when a    bed bug is biting you, because while biting you and feeding, a    bed bug injects a saliva that contains an anesthetic (a numbing    chemical) and an anti-clotting agent so your blood with flow    freely. You likely won't feel a thing.  
More:
Bed Bug Myths - Utah Department of Health