Well, from reading your post, the first mistake you made was inviting something to physically contact you. The spirits in my house (we call them visitors... Not here all the time, but often enough) know that physically touching myself or anyone in this house is off-limits. Make all the noise you want, move stuff around to your heart's content, but the second you touch me or my family I will expel you.
Secondly, try turning your mattress over. Even though you are adamant that there's nothing on the mattress that could do this, give it a shot anyways. Change your sheets and flip the mattress (which you should do every 6 months or so anyways to extend the life of the thing) and see how that works.
Also, it might be uncomfortable, but get yourself a pair of pajamas that are oversized. this way it covers your arms AND your hands as well. Any snags on the sleeves show that there's something you're laying on getting in the way. If the marks on your arm disappear and you don't get any more, then you have ruled out paranormal.
Lastly, since this is something causing physical harm, I would immediately recommend finding someone experienced in cleansing rituals and have one performed. This isn't something you want hanging around if it scratches you or others. Like I said above, in my playbook contact means immediate ejection.
Basically, eliminate all possible physical and natural occurrences. As Bodhisattva said, see a doctor too. A check-up going into winter isn't a bad idea, and you can bring this up in the course of discussion.
