Hello E., I am sure that I am repeating what others have said but GET A LOCK, heavens it takes only minuets to install and its dirt cheap. But I have to tell you that we traded rooms around and forgot that this one didn't have one and -- low and behold in comes one of the children ...
I can give you the answer in a nut shell--- they want the comfort, security and love being with mom and dad brings.
As for the oter problem about the children. We have 5, and they were all likely to sleep with us at any given time, now I have grandchildren that are the same they want to be with me. This was a simple solution to our problem. I kept a stack of quilts , blankets and even a few slumber bags in a cornor of my bedroom-- when a child came in they would curl up like Big Bird in a nest and go to sleep. The thing you have to be careful about is not stepping on someone if you get up!
I want to say that you can put the children all in a room together and that helps as well as they will snuggle up to one another-- I came home one day after we were doing some things to our home and furniture was our of the rooms-- my children had moved their beds into the main bedroom and were all togeter and that ended the problem for some time. We used the next smaller room and dthe 3rd bedroom became the play room. I ended the TV problem in a simple way. 1 hour before bedtime I turn it off and then put on music. They can have the music on for hours as long as its soothing. We as adults could wait until they were down to watch it. We learned it was just a way for the little one to be with daddy that much longer so he started reading to them-- They didn't seem to care if it was Tom Swayer, Westerns, Scriptures or his school books as long as they heard his voice.
As for the toddler bed--- go on line / youtube and look up the company and they will have step by step instructions on what to do.
I know that parenthood is a great adventure, at least with my 5 it is and now with grandchildren. I think of it as a theme park ride lots of twists and turns a thrill around every cornor and fear and excitement along the way but at the end of the ride is joy, happiness and the knowledge that you enjoyed it. I promise you MOM that you will make it throug this and it will be a memory to talk about someday.