In my current room I don’t, because the layout of it screens the bed from the door. But just about every other bed I’ve slept in I sleep with my head away from the door.
Is this learned behavior? Instinctual?
Well, most beds have some kind of headboard, and it looks the best to put the headboard against the wall, and most walls are “facing” the door of the room by definition, so…
It’s so we can kick at the monsters and bad guys when they rush at us from the door.
I also put my bed farthest away from the window, in case they come from that way.
I have a futon so I can sleep either way. I usually sleep with my head away from the door because that way I’m the furthest from noise from the rest of the apartment.
One night, I had a horrible dream, and when I woke up, I felt awkward, and frightened. I had to leave the bedroom to get away from that sensation. I had to sleep in the living room for a couple nights before I could muster the courage to sleep in my bed again. I felt a presence in the room, like an assassin waiting to attack me.
Monsters are never a problem though. Everyone knows they can’t come out from under the bed if the bedroom door is open. 
My God! Do you know nothing?
Door smoor…
Everyone knows it is the amount of covers!
The more covers you have the more protection you have.
You can bolt the closet door.
You can stuff your younger brother under the bed.
Covers! Covers! Covers!
PULL THE BLANKET OVER YOUR HEAD!
Oops! My flippant response was, well excuses aside, wrong.
Back to the OP…
I have to disagree.
I sleep with my head at the door and I really mean door.
Maybe that’s it. My current bed is symmetrical and I sleep with head facing door or the other way depending on my whimsical nature.
If I slept with my head towards the door then my face would be next to my wife’s feet, and I’m not doing that for all the tea in China.
By odd chance, I sleep with my head towards the door, both pointing at it and facing it. Basically, my room mate and I have a bunk bed. Out of convenience, we have our heads on opposite ends of the bed so that I don’t kick him in the head when our alarm goes off.
That said, I sleep with my back towards the nearest wall. Dunno why, normally an instinct I don’t think about, in this case, it allows me to put as much bed between me and the 5 foot drop to our floor should I roll over in my sleep.
In most bedrooms there’s a logical place for a bed, i.e. a wall large enough to fit the headboard without covering up a window. My house has three bedrooms, and I have a king size bed. In the two smaller bedrooms there’s only one place for a king size bed; one is facing the door and the other is away. In the master bedroom there are two locations, one facing and one away.
Beyond that I’ve got nothing. Ask an architect.
I think you can make the following assumptions for most people:
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A bed with one side against the wall takes up much less space than a bed free-floating in the room, so it will be against a wall.
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If two people are sleeping in the bed, you want the foot and sides of the bed free, the sides because you don’t want to have to climb over each other and, for those without footboards, the foot because it’s useful to sit on when putting on your shoes or pants (not in that order).
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If the head of the bed is going to be against a wall, then, there is a 75% chance that that will be putting your head away from the door. I think in reality it’s even more common than that (though not in my guest room, I just realized) because when people have a pretty bed and/or pretty bedding, they want the head of the bed to be visible from the hall just because what’s the point of having a pretty bed and/or bedding and having it all made up properly when your mom visits if she can’t see it when she walks by?
I’ve heard that when going out to a restaurant for a meal, a lot of men will instinctively prefer to sit in a chair that has it’s back to a wall/corner. Especially ideal are seats that have clear views of any or all entrances and exits.
This, allegedly, has to do with keeping yourself in the best position to see danger coming and to react to a fight or flight situation.
Then again it could all just be hearsay 
I hate having the head of the bed near a window or door, any draughts at all seem to leave me waking with a cold head and bunged up nose.
And as another aside, a read a little story that stated girls believe monsters come from under the bed and boys believe they come from the cupboard as boys came down from the trees first when we were monkeys and had to look for danger from all around and not just down below.
My mother sleeps facing the door.
If you sleep with your head towards the door, then when you sit up the door is to your back. Not good. If you sleep with your head against the wall, you can see the door. It’s not just an intruder thing. It’s convienant if another person comes to the bedroom door to speak to you.
Besides, if you have a nightstand next to the bed it will almost always be against the wall. And that is where you put your alarm clock, glasses, and other items that you want to reach quickly. So you need to have your head against the wall to put the nightstand whithin reach.
I’ve done it both ways. In our current house our heads are away from the door. In our previous house there were lots of nice windows on the other side of the room from them, so we slept with our heads facing the door, so we could look out the windows. My parents’ bedroom was similar.In one of our kids’ bedrooms the bed is parallel to the wall with the door, with the head near the door, in the other it is also parallel, with the head away from the door.
I sleep so that I can see out the window, and my head points toward the door. My bed sits right in the middle of my bedroom’s main area, and I use my dresser as my headboard. The dresser is right in front of the door when you enter the room.
In most of the rooms I’ve slept in, there’s really only one logical PLACE for the bed if you want to put it on the wall. In the one I’m in now. . .one wall has the door. One wall has the closet. One wall has the windows. Only the wall opposite the door is unfettered.
Now, I suppose that I could turn the bed around. . .but I grew up sleeping with the back of the bed to the wall. I’d feel weird sleeping with the top of my head exposed.
I could also put the bed on the wall with the door on it. But that would put my head RIGHT by the door. I’d argue that noises would be louder from there than they would from the opposite end of the room. Not MUCH louder, but enough that some small noises that would otherwise by ignored might bother me.
One weird quirk I have, though, is that, when I’m sitting at a table or in a booth or. . .god, anywhere, really. . .I have to have my right side blocked off. I don’t feel RIGHT otherwise; I feel exposed and generally jittery. I never noticed this–I just noticed that some seats felt right and some felt not-right–until my husband at the time pointed it out.
I also prefer to have my back to the wall.
Someone mentioned there’s a 75% chance that the bed is against a wall that is facing the door, but other factors are windows and closets, which limit placement, or even enforce placement, of a bed. Many people want the sun to fall onto the bed in the morning, or to be able to see outside when they wake. The door may not have anything to do with the way the furniture is arranged.