Hello. I am sure your dentist had performed all the necessary tests and trials and checkups before advising you for the night guard.
One thing you should not worry about is swallowing it. Why? Because, it is quite big to be swallowed in sleep. you will definitely know.
Second thing is, it is not a stupid question to ask to your dentist.
Third thing of it getting loose might be because of the material used to make it. sometimes materials loosen with time just like you shoes.
Next Steps
since you are quite young, please consult a specialist doctor for the re-evaluation of the need of the night guard in your case.
Health Tips
Try not to sleep during the day so that it helps you sleep better at night with or without night guard.