Mysterious wood powder in my bedroom?

I would closely inspect the bedroom set.Nowadays most of these are imported from the far east and occasionally they(or any other wood products from there) can bring along unwanted visitors-be it adult , egg or larvae.Termites are kind of ant-like in appearance and the fact you're looking up beetles suggests maybe that's exactly what it is-a beetle.There are several species of "borer" beetles in the world.Closely examine the undersides and hidden areas of the bed frame-if you find holes contact a professional about the best way to deal with it-simply plugging the holes might not work if there are eggs or larvae already in it.