Where do I attach the grounding conductor to my bedroom light fixture?
It's not clear exactly what your situation is, and I'm not sure if you have a ground in the supply, or on the fixture, or both.  So I'll try to cover all possible situations.
No grounds
If there are not ground wires, do nothing. You're done.
Metal box
Ground in supply, ground on fixture
If there is a ground in the feeder cable, and a ground wire or screw on the fixture.  Attach both the supply ground and the fixture ground to the box, using either a green screw or a ground clip

If the ground screw, or clip is not rated to accept multiple wires (most aren't). Use a grounding twist-on wire connector to connect all the ground wires, then attach the pigtail to the box using a green screw or ground clip.

Ground in supply, no ground on fixture
If you have a metal box, a ground wire in the feeder cable, but no ground wire/screw attached to the fixture.  Attach the feeder ground wire to the metal box using a green screw or a ground clip.
In this case, when the fixture is attached to the box it should be bonded through the attachment method.
No ground in supply, ground on fixture
If there is no ground in the feeder cable, but there is a ground wire or screw attached to the fixture.  Attach the ground wire of the fixture to the box, using a green screw or ground clip.  In this situation the outlet may be feed with Type AC or MC cable, and the box may be grounded on the exterior of the box. Or the outlet may not be grounded at all, in which case the fixture ground is useless.
Nonmetallic box
Ground in supply, ground on fixture
If you have a ground in the feeder cable, and  a ground screw or wire on the fixture.  Use a twist-on wire connector, or crimp connector to connect all grounds together.
Ground in supply, no ground on fixture
If there is a ground wire in the feeder cable, but no ground screw or wire on the fixture. If a fixture strap is used, attach the ground wire to the fixture strap using a green screw or ground clip.

If a fixture strap is not used, leave the ground wire folder neatly in the back of the box.
No ground in supply, ground on fixture
If you don't have a ground in the feeder cable, but there is a ground wire or screw on the fixture.  Don't make any ground connections.