Bugs have a lot of ways of getting in. Screens are often not sealed that well around the edges. They're good at stopping some pests, but not all. Pests also work their way back into walls through cracks, weep holes, the attic, etc. They'll often come out of any little opening big enough for them to get through (like outlets, gaps under baseboards, etc)

House centipedes like moisture, and he's probably been living around your foundation, or possible in your bathroom and just wandered in. My recommendation would be to have your house treated regularly for the bugs. A good exterminator can flush them out, and then keep the populations around the home in check so that they aren't invading.

You must have **** them out. It's a serious problem

if your room is that dirty and has dirty dishes they were probably there all along , clean the room

It was warm today so I opened both of the windows in my room. They both also have screens, and I'm pretty sure there were no open spaces. Well night came, my lamp was on, and I saw a moth in my room, and a leggy fly sitting on the windowsill. Then I saw what I'm pretty sure was a house centipede, crawling up my curtain and then later running behind my couch. I dont know how any of the bugs got in. Could the centipede have been here for a while already? My room is messy and has some old plates, but it's not cold or damp or dark. I also think i definitely would have seen the centipede before if it had been here for a while. Could all of these insects have entered somehow? What do I do?