The window that Bud regrets looking out of is the window of the Amos’ shed.  Bud is put in the shed after he has an altercation with the Amos’ son.  Being locked in the shed for the night is Bud’s punishment.  There is only one window in the shed.  One of the first things Bud does when he is locked in the shed is look out the window.  We know that Bud regrets looking out the window in the Amos’ shed in chapter 3 of Bud, Not Buddy because he says that “the next thing I noticed made me wish I’d stayed asleep.”  It was at this moment that Bud notices “the biggest vampire bat you’d ever see” up on the ceiling of the shed. 

The irony is that the reason Bud regrets seeing the “vampire bat” is different than he first expects.  The thing on the ceiling is not, in fact, a bat at all.  It is a hornet’s nest.  In an effort to kill the “vampire bat,” Bud hits the hornet’s nest with a rake he finds. 

There were about six thousand hornets flying around in the tiny shed and each and every one of them was looking for me!

Bud gets stung very badly, but he manages to break the small window in the shed and escape.  This begins Bud’s real adventure to find his father.  Even when Bud meets the band members (and actually finds Calloway) he still has evidence of the hornet stings.  The band members notice and ask him about his experience.