I'm not sure why you can only lucid dream properly while sleeping on your back, but it may just be the most comfortable to you. Perhaps your mind just finds that position the most relaxing which makes your dreams more "normal" and makes it so that you aren't falling to the side at all. You may also just be more "in-tune" with your physical body position while asleep. Whenever I have a lighter lucid dream, and especially towards the end of it, I can feel my waking body a bit in addition to my dream body, which can make for some weird interactions.
As for why your dreams feel like they're in a different world, that's because they sort of are. I won't go into much detail, (unless you want me to) but when you're dreaming, your memories are not 100% (hence why it's hard to remember all of your dreams) and so your brain makes some of the stuff up. It makes up some weird situations that you normally would never imagine, but in your dreams they become reality. It's how most people's dreams are, and in my opinion, it makes them more entertaining
In terms of the trembling bit, that was probably you about to wake up. When I can tell I'm about to wake up, my body gets a might lighter feeling, and almost a tingly sensation, so you may be experiencing something similar. You did exactly what you should in this case, which is calming down and trying to stay in the dream. Sometimes, though, you can't stop it, and so the feeling will continues as you wake up. Sometimes it takes a couple seconds, sometimes it takes half a minute. Know that this is all completely normal, though, and you
cannot get brain damage from your dreams. What you do with it is up to you. You can ignore it and carry on with the dream, to see if it really is you about to wake up, or you can explore it and see if you can figure out exactly why this causes (curiosity can be very powerful

).
Hopefully I answered your questions, and if you have any more feel free to ask

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