You should have a bed in the old lady's house where you start the game. You probably slept in the wrong bed (which in KCD2 is a crime apparently on par with murder
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), so just double check for the 'sleep and save' prompt to make sure its the right one.
I'd also advise to purchase permanent lodgings in every inn you come across. You just speak to the innkeeper, select the 'longer than one night' option and you're offered a permanent room (or barn with some hay) for around a 100 groschens one off payment.
Or failing that just find some poor feckers home, murder everyone inside at night while they sleep and enjoy your new property and permanent bed where no one will bother you sleeping. Just make sure its no one important (vendors, or anyone that doesn't have a name outside the usual generic 'housewive', 'hired hand', 'farmer' etc - those folks are usually safe to 'dispose' of for your snoozing needs).