The rhetorical device that is used in this excerpt from Mark Twain's "The Danger of Lying in Bed" is anecdote (assuming that your options are allusion, rhetorical question, anecdote, and logic).
There is no allusion to any other text here, so that is not the correct answer. There are also no rhetorical questions - questions that don't need an answer because it is implied. I guess there is logic, but it is not a rhetorical device really. So, I'd choose anecdote, because an anecdote is a short, interesting story from someone's life, as is the case here.