Hi, welcome to the boards. Where you masturbate is more about your comfort in that space than anything else--if the space is private and safe, that's most important, the cleaning is something you can adapt to. For example, if you do it in your bed, you can grab a washcloth or other similar towel and cover yourself with it as you ejaculate, that way nothing gets on your sheets. Then you can wash your hands and yourself and avoid a messy bed. Some people also do it in the bathroom over their toilet and that way, again, you can avoid dealing with cleanup.
I hope this helps. I also want to leave this basic guide on masturbation here, it might be helpful in some ways!
Going Solo: The Basics of Masturbation