I've only been to Riverwood, Whiterun/Dragonsreach and just enrolled in College of Winterhold... but I can't remember which bed I was assigned to at the College, and after joining the Companions I think they gave me a bed there too.

But... I can't get a decent night's sleep to save my life.

Maybe you should stop playing the game so late...

It's the first room to your right as you enter the Hall of Attainment.
If you still are unable to find it, you can just hover the cursor over a bed and if it does not say (Owned) you may freely sleep in it. Alas, I do not think the bed in the college will give you the Well Rested bonus at all.

And when joining the Companions Farkas tells you to "pick a bed and fall in it when you're tired". That is, you may sleep in any of the beds in the room he led you to, however those beds will not give you the Well Rested bonus either.

Only beds in houses you've purchased or rented in inns will give you the Well Rested bonus.

Well it might also depend on how far you've gone in the companions quest series.

What Chasan's spoiler says

Well he specifically stated that he gets the "Rested" bonus but not the "Well Rested" bonus, so I don't think spoiling that for the poor chap was necessary.

Not trying to be an ass but he didnt specify that at all and I specifically put it in spoiler tags so as not to spoil it.

Actually by reading the thread title you will see that he did specify it.

No, no. The topic description my friend.
"Which bed is mine?"
"rested, but not WELL rested"

And I am one of those unfortunate sods who cannot resist clicking anything click-able. I also believe everyone else to be the same, but perhaps I am wrong in that assumption.
Pardon me however, I did not mean to offend.

I owe the apology here I didnt look back at the subject and feel like quite the idiot now. Sorry I'll go crawl back in my hole now.

It's quite all right, no harm done. I hope, at any rate.
You better get out of that hole though, Falmer and other nasty business tend to be particularly fond of them.

No harm done fellas... i am a companion and I get the werewolf theme...although I'm not far enough to realize where that theme goes in the story. I didn't know about the WELL RESTED vs. RESTED vs. WEREWOLF thing though.

What actually is the WELL RESTED bonus? Enhanced stamina or something?

Well that's the thing you see in the upper left of your screen, the bonus. It gives you 5%/10%/15% bonus to skill progression (e.g. you learn skills like 'One Handed' faster when you fight opponents with one) depending on if it is Rested, Well Rested or Lover's Comfort respectively.

This is in addition to the bonus you already get from the guardian stone you chose (The Thief, Mage or Warrior).

You can review the effects of the bonus, guardian stone and everything else in the 'Magic' menu, under 'Active Effects'.