In regards to the ‘thing’ under the bedcovers…
After the episode ended I was firm in my belief that it was just a child. That the enemy was fear itself. But then I came across a short story published in 2007 and written by Moffat called Corner of the Eye. In the story there is an enemy called the Floof.
"Floofs resembled short humanoids, commonly with bald heads. Over time, they evolved to become experts in hiding. This allowed them to find the one spot that no-one was looking at in a room full of people, which would keep them out of sight from people. They generally stalked humans or other humanoids, causing mischief in the person’s life. […] They probably had superhuman speed, as they could travel to places where no-one could see them extremely quickly.”
Short and bald.
The alien was real. And it was a Floof.