The term hay was used in the USA to mean bed since the early 20th century;
"After Dinner he smoked one Perfecto and then, when he had a funny so he crawled into the Hay at 9.30 P.M."In 1902, mattresses were often sacks stuffed with straw or hay (hence the similar phrase 'hit the sack').'hit the hay' was sleepy and he announced that 'he was going to hit the hay.