A common question seems to be "Is it OK to sleep naked"? or "do you sleep naked"? I answer those a lot, though sometimes I get tired of answering the same question.
It drives me a nuts that people are so up tight about nudity that they find it a big deal that some people actually sleep in their own beds without wearing any clothing. Long before I become comfortable with nudity, I started to sleep nude. All the time in college, but I sometimes also slept that way at home in high school, not thinking the least about it other than it was more comfortable to sleep that way on a warm night, or any night with enough covers over me. To me, I wasn't naked... I was wearing a sheet and covers over me. And if they did fall off me, big deal. I was alone in my own room.
For me, it's more comfortable because I hate feeling a waistband, and I hate that wearing something binds and twists around oneself. To me the perfect bed has just a down comforter, a practice I noticed is common over in Germany. Not having clothing or other covers allows one's skin to breathe freely through the light and fluffy down, even when it's cold in the room. You sleep fresh, warm, and free of the weight and distraction of coverings.
My wife felt the same way about sleeping naked since about the same time, many years before we met. We have both slept that way ever since.
As to the "issues" people have with it. Is it OK if the kids do it? Exactly what would you be teaching them if you told them that it wasn't? Is it OK to do it if you're a kid and your parent's don't know or might not approve? I can't help you there if they're going to be weird about it. But most likely, even if it's something they don't or wouldn't do themselves, they'll probably be OK with letting you "try it", hoping maybe that it's just a fad you'll grow out of. But they'll probably get used to it after a while anyway, and won't care. It's not that they'll actually have to see you naked if they respect your privacy enough.
Share a bedroom with a sibling? They probably see you naked as much when you change, as when you'd disrobe and climb into bed or when you wake up and dress. What if you do it and a parent wakes you up and finds out? Don't make a big deal of it and they'll likely just give you a bit more privacy afterwards. I had that happen with my step-daughter trying to get her up one morning when she didn't want to get up. Her freaking out and finally telling me that she was naked underneath the covers was all she had to say to have me leave the room and leave her alone. Obviously, I didn't mind, because she knew we always slept that way.
Either way, your kids, your siblings, or your parents probably aren't going to care and will just leave you alone once they know. You won't need to lock your door. The bogeyman isn't going to get you.
What if there's a fire? Just keep a set of shorts and a tee shirt nearby if that bothers you. Personally, if I need to get out that fast because of a fire, I'm not going to care if I exit the house fully dressed, in PJs, with a towel around me, or naked as a jaybird. Your neighbors will at most, just think it's funny.
What if someone breaks into the house? For some reason which I can no longer comprehend, people feel lot more vulnerable nude than clothed. As if their cotton tee shirt is a suit of armor which would stop a knife or bullet any better or worse than skin alone. And am I supposed to embarrassed to be seen naked by someone who broke into my house? I figure the 9mm pointed at his head will give him a lot more to worry about, than the sight of a naked man confronting him.