Dust mites are tiny bugs you cannot see that live in cloth or carpet.
Things that will help the most:
Encase your mattress and pillow in a special dust-mite proof cover. Consider dust-mite proof bedding/blankets as well.
Wash the sheets and blankets on your bed each week in water hotter than 130°F to kill the mites. Cooler water used with detergent and bleach can also be effective.
Other things that can help:
Reduce the indoor humidity to or below 60%, ideally 30-50%. Dehumidifiers or central air conditioners can do this. Clean dehumidifiers regularly.
Try not to sleep or lie on cloth covered cushions or furniture.
Remove carpets from your bedroom and those laid on concrete, if you can.
Keep stuffed toys out of the bed, or wash the toys weekly in hot water or in cooler water with detergent and bleach. Placing toys weekly in a dryer or freezer may help. Prolonged exposure to dry heat or freezing can kill mites but does not remove the allergen.