1) yes, but its usually not physical. Though sometimes it does end up having physical affects. Theres been several times that me and a friend were in a battle on another plane and when we returned to this one we had bruises and marks in places where we were injured. Usually, you can feel the pain for a few days if you do get harmed. But most of the time the physical body doesn't get any affects because its only the spirit that goes there.
2) I always used a "emergency exit" spell to get out if I did get into a situation where I was stuck or couldn't take the time to focus and return naturally. I just invision a red door, and go through it. I tend to return suddenly, like I was just thrown into my body, and sometimes it causes pain.
3) Yes. You can. But always be careful who you talk to, like living people, not everyone can be trusted no matter what they say or how they look.