The first thing to do is notify the hotel to let them know. The first priority (after your own treatment) is to get the room cleaned up. After the cleanup, the hotel will probably have some sort of program for addressing your personal situation.

Bedbugs happen. Getting angry at the hotel will serve no purpose and have no effect except on your blood pressure. Remember, if every hotel that had bedbugs were punished, every hotel in New York would have already been shut down...