Don't keep your gun in your bed or under your pillow lest you wind up like this guy:

A man who said he was sleeping with a gun in his bed accidentally shot himself in the shoulder Wednesday morning.

If you must keep a gun within reach while sleeping, the nightstand may be a good idea. Also, there are holsters you can affix to a bed frame. Keeping a chambered firearm in bed with you while you're sleeping is not terribly bright.

[Man says he shot himself while asleep - Tuscaloosa News]