What scares me is, I slept on the pillow the entire night and might have been exposed to HIV or any other serious infection. I immediately called the staff and got the entire bed re-made with fresh linen and pillows. But I slept on that for almost 8 hours. I'm scared it might have gone in my ears or entered my body in some other way ( either directly through breaks on my scalp from broken heat boils/pimples) . Is there any risk? Do I need to get tested for HIV or any other infection? What should I do next? Sorry, but I'm really grossed out and scared from that event.

Welcome to the Forum.  I happened to be on the site when your question arrived so you are getting a more rapid reply than is our norm.  That said, as unsettling as finding that you slept on a blood stained bed sheet is, there is no known risk for HIV or other blood borne infection from an exposure of this sort.  HIV and related pathogens become non-infectious almost immediately on contact to the environment and when in contact with material fibers, tend to stick to them.  there is no risk to you for infection and no need for testing related to the events you describe.

While it is not an STI, the other thing your post did bring to mind is a global epidemic of bedbugs which can come out at night and lead to small amounts of blood (small spots) appearing on bed sheets overnight.  If the blood stain was in the form of small "dots" you might consider this possibility.

I hope this comment is helpful.  Please don't worry about HIV or other blood borne STIs from this unfortunate exposure.  EWH