Use a fly swatter after you have laid an old sheet on your bed. I've done it before. Then either shake the sheet outside and launder it, or just toss it.

If you don't mind, then take something you have the nearest(like a book or something) And shoot on the spider. It'll die.

There is a spider on my ceiling and its right above my bed, were my head lays. Also, it is very late so I can't get a vacuum or get help, how do I kill it without it falling in my bed?