The images and the condition of the insect aren't clear enough to determine its identity.  I can't rule out the possibility that it might be an immature bedbug.  Here is a link to pictures and information about the different immature forms of bedbugs in their life cycle.  Again, I can't say that's what it is, but you do need to rule it out.

I would suggest that you take the bug to your nearest Extension Office to have it identified. Here is the contact information for your local Extension offices:

County Director:
Keith Nathaniel, Ed.D.

UC Cooperative Extension,
Los Angeles County
700 W. Main Street
Alhambra, CA 91801
Phone:<personal data hidden>
Fax:<personal data hidden>

Antelope Valley/Lancaster Office
335 East Avenue K-10, Suite 101
Lancaster, CA 93535
Phone:<personal data hidden>
Fax:<personal data hidden>

Oh no :( this is horrible I have a small baby and I'm so scared of bedbugs.. I threw away the bug now I don't know what to do?! 

I'm so sorry--I didn't mean to frighten you.  Here's an article that will tell you how to look for bedbug infestations in your  home.  If you don't see any of these signs, your insect visitor was most likely NOT a bedbug.  The article has very sensible step-by-step advice, with good pictures to help guide you.
http://www.vdacs.virginia.gov/pesticides/pdffiles/bb-identify1.pdf

Thanks for you help I do appreciate it. I've been looking and not seeing anything as of yet I'm considering getting a bed bug dog to come in. The bug was small with a red head and black body I should have taken a picture before squashing it :) 

I'm glad you're not finding any indication of bedbugs. If you do bring in a bedbug dog, the most important thing is that if the dog's handler says it found a bed bug, ask the handler to VISUALLY confirm it--in other words, unless you SEE a bedbug, it doesn't mean you have one. Best of luck.

Oh ok thank you! I wouldn't have known to ask that. At least my mattress is encased already. Well no sleep for me lol
thanks again

Update
I'm waiting to get a canine inspection still ,but in the mean time I have been checking bed and couch for signs none as of yet. I think the bug I found may be a termite, I found three flying insects today and the look just like the previous one but with wings. Could they be swarming termites? Perhaps dry wood ones ? I have been finding round pellets that look like wood around my window sills? I've included pictures. Thanks so much!

Yup--looks like termites--it's swarming season.  The winged insects are those searching for mates.  How large are these? The "dampwood" termites are only about 3/8 of an inch (including wings) and are attracted to light when it's dark outside, while the "drywood" termites are about 1/2 inch (including wings) and swarm during the day.  You say you also saw fecal droppings.  The shape of the droppings are specific for each type of termite.   The drywood termite's fecal pellets are elongated football shape, with flattened and dimpled sides. The dampwood's feces do not have the flattened sides.

I strongly suggest that you call a professional to sort this out.  Please read the following information from UCDavis about termites: http://www.ipm.ucdavis.edu/PMG/PESTNOTES/pn7440.html