1. Keep your real eyes closed. When you lie there for a long enough time, still conscious that is, your dream should form around you.
2. Don't let the voices frighten you, know it's in your head and try to see them as something interesting and cool. Just try to focus on the pictures that show up instead.
3. You're trying to WILD. "Wake Induced Lucid Dream"
4. Yes, with practice you can. It's easier for some than others, but if you master the WILD technique and perhaps combine it with a few others, you can most certainly get lucid every night. The amount of sleep required to have one with quality though is what matters, and I'm not sure getting lucid every single night would be fun. Kinda like eating too much cake, it isn't as tasty after the 10th day in a row

Good luck!