Judging by your responses you obviously don't want to hear a possible rational explanation and are leaning towards the supernatural, but I will take
a shot anyways.
Do you sleep with any kind of a down/ feather-bed top on your bed? I know that sounds like an extremely stupid question. I have one and if I don't
shake it out every week or so the sharp end of the feathers will start to poke through it and my sheet, causing extremely visible scratches you will
not notice until you wake up.
I only mention this because shortly after purchasing one I thought it was something preternatural as well, and not something as simple as the bed
itself.