Much of what happens in our mind happens when we sleep. The brain tries to make sense of the day and wash out all the extra stuff that is not necessary to keep. In a way, the mind tries to solve problems using the very creative aspect that makes us human.
It is reasonable to expect that the mind would do this. Nothing bad happens from these night experiments. The virtual world our mind lives in is completely safe even though it might not always seem so.
The only risk is doing things physically when you are asleep. This could range from talking all the way up to sleepwalking. They say that sleepwalking is dangerous (which it is) but the myth goes that it is dangerous to wake a sleepwalker. The theory is that it would be too much of a shock and that real injury might come from collapse or falling on something.
Perhaps it is true.
However, a sleepwalker will dream and walk. There is no telling where the mind really is. All the sudden the dream is not so safe to the person dreaming it. The risk becomes real and the dreamer must awake before doing something which could be disastrous.
Some could say that some people sleepwalk even though they are fully awake. From the point of full awareness, this is very true. If you are not fully aware, you are not fully awake which must mean that you are only sleepwalking.
Perhaps it would be better to either let someone wake you up or to realize that you need to set the alarm. Either way, you could save yourself some great harm.