Bed Bug Or No?

I was laying in my bed, when I saw something crawling inside my pillowcase (like on the opening). I immediately smashed it and a grey tint and back stuff came out. But I've been on every website and it seems to me that it's a bed bug. But there was only 1. There was nothing on my bed or under it and no build up. I've been itchy every since I saw it. Can anyone tell me what it could be? And if I should be worried.

Btw tomorrow I'm taking my bed apart to further investigate it to see if there's more. Someone help me please.