If you woke up with a bat inside your bedroom, you might be concerned that we were bitten. There have been instances where a person did not realize that they were bitten by a bat. Bats have very tiny teeth and do not leave much of a bite mark.
However, if you are alert and pick up a bat it will bite you. You can feel a bat bite you.
The best course of action, if you are debating weather or not you have been bitten by a bat, is to seek medical attention. The only way to put your mind at ease, is to obtain post exposure rabies vaccinations - and it is the safest course of action.