1. Mice are not aggressive, just shoo the creature from out under your bed. It will flee but it won't bite you.
2. Give your whole room a thorough tidying up and vacuum hoovering.
3. Start inspecting your room (especially in corners etc) for mouse holes. The mouse could have come from another point of the property and squeezed under the door, or it could be getting into the property directly through your room (and you need to discern which). Look for signs of concentrated mouse activity such as droppings. If you see the mouse again, watch where it goes.
4. Check any places that food is kept and cleaning products are stored. Mice can spread disease (and you will know if they have been in your cupboards because they will leave tiny droppings and nibble items in their corners).
5. Once you have a grasp of the situation, call your local council pest control (many private pest control companies are notoriously expensive and are not superior to council pest controllers). While this may have been the first time that you noticed the mouse, it's very unlikely to be the first time that the mouse has been in your room (and there is a very good chance that there is more than one mouse).
Nip this problem in the bud through tidyness, investigation and pest control.