No advice! Sleeping with or without underwear is strictly a personal preference. There is no reason to wear underwear (if you choose) and no reason not to wear underwear (if you choose). At times it is advantageous to not wear underwear in order for the perineum to be drier and cooler. If cold, certainly underwear is an advantage. Of course if on menses, underwear may be an advantage if wearing a pad.
No problem. It shouldn't cause any problems...And may help prevent superficial yeast infections. May lead to embarassing stories....But nothing really bad medically.