To make a Bed you'll need a Workbench, a Furnace, an Anvil, a Sawmill, and a Loom as crafting stations.
Since you are very new, here are step by step instructions. Skip whichever parts you already have done.
- Make a Workbench
- Gather 10 pieces of wood
- Craft a Workbench by hand (no crafting station needed)
- Make a Furnace
- Gather 20 stone, 5 wood, 1 gel
- Craft 3 torches by hand
- Craft a Furnace at a Workbench
- Make an Iron/Lead Anvil
- Gather 15 Iron/Lead ore
- Craft 5 Iron/Lead Bars at a Furnace
- Craft an Iron/Lead Anvil at a Workbench
- Make a Sawmill
- Gather 10 wood, 9 Iron/Lead ore
- Craft 3 Iron/Lead Bars at a Furnace
- Craft 10 Chains at an Anvil
- Craft a Sawmill at a Workbench
- Make a Loom
- Gather 12 wood
- Craft a Loom at a Sawmill
- Make a Bed
- Gather 15 wood and 35 cobweb
- Craft 5 Silk at a Loom
- Craft a Bed at a Sawmill
This may seem like a lot of steps just to make a bed, but all of these items and crafting stations are gathered and created quite naturally as you progress through the game. You'll need the Furnace, Anvil, and Sawmill for lots of other stuff throughout the game, so they are almost always crafted very early on as soon as you can get them.
Based on your last message about spawning, if you are looking for a quick way to save your progress and spawn wherever you last explored, a bed - and a house to put the bed in - may not be the easiest way. You cannot just set down the bed and make it a spawn point. You'll need to build a house, then put the bed in it, then set your spawn. And if you're doing that just to spawn where you last explored, it can be rather time consuming. A lot of Terrarians simply tavel back to where they last explored after spawning at natural spawn on the surface using the map as a guide. However, lots of people like to play differently so play however you like.
And lastly...
- Make a Chest
- Gather 8 wood and 6 Iron/Lead ore
- Craft 2 Iron/Lead bars at an Anvil
- Craft a Chest at a Workbench
I agree with Kaizo that finding chests may be easier than making them. Just find a chest, empty it by putting the items in your inventory, then mine the chest with a pick axe and take it with you.
I also agree with Kaizo that using the Guide NPC can be invaluable. Talk to the Guide, select Crafting, and give him any item that says "Material" (by putting the item in the little box that appears) and the Guide will show you everything that can be made with that item, even if you don't have all the materials to make it.
Good luck new Terrarian.