They say dogs eat grass if they feel nauseous because it tickles their tummy. My dog seems to eat grass all the time though, so I think they just like it.

Dogs are pack animals by nature. That means they tend to like to be part of a group, and that's how they feel the most comfortable. Notice if you see video of puppies they tend to sleep on top of each other. If your dog is well socialized and likes you, it's not unusual that he will want to sleep with you. It also means he trusts you, as mentioned above. Some dogs exhibit less pack mentality than others, so it doesn't necessarily mean something is wrong if your dog doesn't sleep with you.