HI! Welcome to the forum.

I know nothing about shared lucid dreaming. My take on the whole thing is more scientific than supernatural so I believe it's more likely you're just meeting characters invented by your mind and not other dreamers. BUT logic and science cannot explain everything, so it is possible. There's a section on this board devoted to things like shared lucids and OBEs. . . you should check that out if you're interested in that subject.

For your second question. Yes. Practicing a skill in a lucid dream will help you with that skill in your waking life. I'm not sure about gaining muscle mass as I've not heard that one before, but a lot of people have said that practicing musical instruments in their lucid dreams is very effective.

I hope you find what you're looking for here.