Although they can magically stop bullets in the movies, in reality a mattress makes for very poor cover against gunfire.
While concealment is simply something that hides your body from observation, the tactical definition of cover is concealment that will stop bullets. If you are forced to respond to a lethal confrontation in your home, both cover and concealment can work to your advantage. Concealment will hide you, cover will protect you.
Cover is a variable and depends on the type firearm your adversary is using. An object that will provide cover from a .38 Special might not provide cover from a 9mm. The problem with selecting cover is it is highly unlikely you will have the opportunity to identify your attacker’s weapon system prior to seeking cover. Similarly, waiting until you are attacked is not the time to start looking for cover.
The most common armament of the average criminal is a handgun. It may come as a surprise to you that there are not a lot of objects in your home that offer viable protection from handgun bullets. Excluding big bore handguns loaded with hard cast bullets, 9mm ball/full-metal-jacket (FMJ) ammunition is one of the hardest bullets to stop. I once investigated a shooting at a nightclub where a 9mm bullet penetrated a car window, the headrest, the back glass and the exterior wall of the bar. The bullet was recovered in the drywall, across the hall on the inside of the club.