Bed bugs

If you think you had bed bugs...Are you supposed to wash your bedding in hot water? What if all of your bed sheets say to wash in cold water only?

Thank you, ladies. Now I'm getting nervous. My bed frame is wood and my dressers along with my bookshelf are wood too. I haven't got bit or anything. If I did get bite then they don't hurt or itch. I just found a small browning bug on my blanket yesterday and that's why I'm so worried. I don't eat in my room and it want a roach.