Do you have to bag everything in your house before setting a flea bomb?

No, but I would not try to treat fleas yourself. The concentration needed to get permanent results are hard to achieve. Most flea "bombs" are a non residual product that is gone when things air out. (Hence-the problem) You just need to wipe down horizontal surfaces afterwards (there will be by products) Focus on areas with soft surfaces, pet resting areas, etc. Fleas like to dig & won't live on tile/concrete. If a small job, a product like Precor 2000 is superior to bombing which will mostly get adults only.