Heavenly body - you'll find me in bed! (5)
I believe the answer is:
comet
'heavenly body' is the definition.
(comet is a kind of heavenly body)
'me in bed' is the wordplay.
'in' indicates putting letters inside.
'bed' becomes 'cot' (cot is a type of bed).
'me' inserted inside 'cot' is 'COMET'.
'you'll find' is the link.
(Other definitions for comet that I've seen before include "Heavenly visitor" , "Halley's space traveller?" , "Celestial body - early jet aircraft" , "potential space invader" , "one of Santa's reindeer" .)