The problem is, that when you orgasm in a dream, you also orgasm in real-life. Most of the time. I've never experienced this myself, but many people report nasty bedsheets

A person moans when having sex, due to the "hard work". When you have sex in a dream, you don't need extra air to supply the muscles, therefore, no moaning. The only problem is that you will wake up in a big mess. Nobody can see it, but you will still have some problems with it.

You shouldn't be afraid of screaming or talking in dreams. One thing is, that talking while sleeping is completely normal, so if you say something weird, just say you had a weird dream. Another thing you have to remember, is that it's only like 5% of what you say, that people in waking-life can hear.

If you're on a plane, sleeping, and you become lucid, don't try to wake yourself up or anything. You are completely safe.