Hi there my friend, I will be more than happy to answer your questions

1. How do I have them more often?
Dream recall my friend, it is one of the basic foundations needed in order to achieve Lucid Dreams. Try reading the official Dream Recall tutorial to know more info. It would also help if you get yourself a dream journal to aid you in recalling your dreams. Aside from dream recall, confidence and commitment is also a requirement if you want to have more LDs.

2. How can I stay asleep without waking myself up because of the shock of knowing I'm dreaming
Stabilizing your dream the moment you become lucid will help you prevent the chances of waking up. When you become lucid, stop for a moment, take a deep breath, then stabilize your dream by either rubbing your 2 palms or spinning your body. But asides from this 2 techniques, there are also a lot of stabilization methods out there like falling backwards or touching objects that might enhance your sense of touch in dreams. Try reading the official dream stabilization tutorial to know more info

3. What can I do before bed to influence Lucidity?
Like what the others have said, the MILD technique is an excellent method in influencing dreams. Try reading the official MILD tutorial. Take note that a dream journal is somewhat needed in this method.

4. Can I experience emotions or feelings in my dreams like, Happiness, Sadness, Pain, Cold, Hot, or Orgasm? Lol
Yes, the feeling you can feel in a dream can be compared to that of real life. But the quality of the dream affects the quality of the feeling. If you have a dull lucid dream, your emotions/feelings tends to be dull and not life-like. But of course, dream stabilization might help in increasing your dream quality hence increasing your feeling's quality.

Hope this helps