I was in bed last ... night when i heard ... strange noise. Что нужно вставить в пропущенных местах the, а или вообще ничего? В первом ничего не нужно?

I was in bed last night when I heard a strange noise.

Last night is expression and you don't use articles between them. The same examples are as following: last week, last year, last month.

And a strange noise - We put article a because we heard noise but it is not familiar to us.