This can happen if you scratch unconsciously at night. This happens to my little brother very often and I noticed that when he's asleep ,he is always scratching, tossing and turning around. Another thing could be that you don't just your bed properly before you go to sleep. Perhaps you eat, drop stuff and forget to wipe your bed sheets. Sometimes these debris, granules and crumbs from different substances can be a little rough on the skin.
This may also have to do with location of your bed. If it is close to the window where there are grasses and plants outside, insects can find their way into your room, on your bed and on your skin while you sleep.