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Step-by-step build — 8 steps. Also available as a print sheet.
You are probably wondering why you'd start with the small rectangles instead of the leg frames. Because once a rectangle is boxed in on both sides by its neighbors, you can no longer get a drill in to add pocket holes to it. So batch-cut all 24 sides, 24 tops/bottoms, 9 rectangle joiners, and 6 end joiners now, and drill pocket holes (set for 3/4" stock) into every joiner and top/bottom piece before you assemble a single rectangle.
Build nine "H"-shaped frames: two side pieces joined by a center joiner, using pocket screws and glue set for 1-1/2" stock. Build all nine to the same reference so they end up genuinely identical — any variance here shows immediately once they're side by side.
Add the tops and bottoms to each H-frame to close out the rectangle shape, then join three rectangles end to end into a column using the end joiners. Work on a flat, level surface and check each rectangle for square as you close it — small errors compound fast across three joined frames.
Build two H-shaped end frames from the 2x2 legs and 2x3 side aprons — these carry the actual load of the bed and mattress, so pocket-screw and glue every joint solidly.
Screw the three rectangle columns to the tops and bottoms of the leg-and-apron frames, closing the daybed into its final rectangular footprint. Confirm square across the whole frame with a diagonal tape measurement before locking everything down.
Build two more small frames from the arm tops and arm aprons — these become the raised side arms of the daybed. If you're using pocket holes, mirror the two so the visible screw holes land on the outside faces of both arms, not facing into the bed.
Fasten the mattress-support cleats to the inside faces of the side aprons, flush to the bottom, with 2-1/2" screws and glue. Rest slats across them, spaced per your mattress recommendation, or drop in a bunkie board.
Sand every rectangle edge and every apron and arm — there are a lot of exposed corners in this design and all of them get touched. If this bed will see everyday use rather than occasional lounging, consider reinforcing the rectangle-column-to-leg-frame joints with extra screws; it's a lighter structure than a solid-panel daybed.