Hi there my friend, I'm more than happy to answer your questions

1. Is it normal to have fear of heights, even in my dream? Sometimes i was actually afraid to fly down on the ground again
Yes, it's normal to carry with you in a dream the stuff you are mostly scared of in real life. But be confident in yourself and don't let this little things hinder you in doing the things you want to do in dreams, remember that Lucid Dreams are hard to achieve so make the most out of it.

2. I couldn't move things with my mind. I remember doing crazy things with my hands, but i JUST couldn't
Just like what Graves said, believe. Act as if you've done this thing before, act like you are a master already.

3. When i tried to have sex, i didn't know how to transport people i already knew in the real world.
Ah yes, the one thing I'm an adept. What I usually do to transport real life people to a dream is that I ask any nearby Dream Character to point out where this people are. Let's say I want to meet this hot neighbor of mine, I'll ask this nearby Dream Character to point our and lead me where my hot neighbor is. Or you can just search for the person you want and shout his or her name while shouting. Be confident that you'll find him/her.

4. I really want a lucid dream again, is there any method you could recommend me? Please not WILD, because im too scared to go through Sleep Paralysis and all that stuff
I would recommend you to do a DILD(Dream Induced Lucid Dream), it's 100% SP free. Read the official DILD Tutorial to grasp the main concept.

Be sure to practice, practice, and last of all, practice. I'm sure you'll get the hang of it in no time . Hope this helps