I don't know what the bug may be ...but if you bought it new, I would definitely return it and find another place to buy padding and carpet...both can harbor tiny insects at anytime, mostly dust mites...but your bug...I would take into consideration they may be bed-bugs...they don't live only on beds. to be safe dispose of it so you don't infect your entire house, and yourself, friends and family...
There are thousands of kinds of Insects found through out the world and many kinds found in North America. It is not possible for a person recognize all of them which are at his/her home. You can visit the link for more information on these insects with there images.