Ewww some sort of bug thing?

Ok so last night there was a bug that had a head on each end of itself it was like an ince long and had a lot of legs. I am soooo scared of bugs. Like terrified. So it crawled under my bed and then i couldn't find it so i ended up sleeping on the couch upstairs. So do you think it died yet? What is this bug? and Why is it out in the winter time?