Wet hair, it's not so much the insects but I can not sleep with wet hair. It just makes my head itch
I think what makes your head itchy in bed may be wet hair. I can't sleep with wet hair without itching all day the next day.
I think it is just nerve endings and the idea that you are thinking about it and it just magnifies itself. Kind of like when someone says something about having poison ivy and then you start scratching. use a clean pillow case and maybe cover your hair with a net.
Lice
Maybe it's dry skin. Maybe put some leave in conditioner before you go to bed.
Well you may have dandruff and that itches all the time.
Take a bath
Make it sure that there would not be any bed bug. If so then call upon pest exterminator quickly.