So I went down to the store I bought my bed, and complained about the lack of assembly instructions. They called the manufacturer and got them to fax a copy. So yay, I now have assembly instructions, including the vital "list of stuff you should have".. Even without it, I noticed a missing part, I had only gotten three knobs when I needed four.. but that's a non-essential, purely cosmetic piece that can be added later.. I'll be getting it in the mail.
The instructions are pictures only, and not all that easy to understand. Have counted all the screws, nuts and bolts, and after an initial scare, it seems I have everything.. except the small packet of what I assume is glue. But that's only used for the non-essential, purely cosmetic knobs. So I can do this without the glue for now.
Tired. I guess I'll build my bed tomorrow. Now that I've familiarized myself with all the parts, it doesn't seem quite as daunting anymore.