My answer is for PC and not console... so if you're running console, sorry I can't help.

In addendum to what Zep suggested...

Big question, are you building a bed and actually setting that bed as your spawn spot? Are you sleeping in it as well before moving on? Do that before going anywhere new just to make sure it's definitely set. Just dropping a bed and bench down doesn't "choose" the spawn spot.

Second big question... Are you running mods? Even if they don't somehow effect where you spawn after dying sometimes conflicts with other mods or even conflicts with the game can occur and will affect where you spawn in after death. Does this happen when you do NOT run mods?

1. Get rid of any mods - move the associated plug-in folders out of the Valheim folder entirely.
2. Re-validate your files through Steam.
3. Load into a new vanilla game and see if it's still happening.

Even if you don't run mods, re-validate your files anyway and test in a vanilla game.

Lastly, you can try uninstalling (remembering to move the Valheim folder off your computer entirely) and then reinstalling the game fresh. If you use cloud backup you'll get to your saves again.

If it's still happening after that, report a bug. Hope you get it sorted, it sounds frustrating.