It seems to me that tactile perception and pain in dream experience are heavily filtered, even in lucid dreams. I suspect that there are several physical defenses normally operational when dreaming: The voluntary motor system is heavily suppressed, but actual pain reception is not (doubtless these are ancient survival traits). The "pinch test" that we speak of in the context of ambiguity over altered consciousness is well-known, I think, because it is actually scientific: In dreams it is difficult to self-inflict pain, not only because we are mostly (normally) paralyzed in the dream state and have difficulty actually moving voluntary muscles to pinch ourselves- also, our perceived pain is lower when we actually do experience "pinching" ourselves in more lucid dreams, moving our dream forms.
One distraction or curiousity I often experience in dreams is a noticeable reduction of tactile sensation. Sometimes dreaming activities that involve a lot of tactile feedback (lovingly flying special airplanes, for example- not what you were imagining) it's noticeable and sometimes problematic to my experiences, that I can't quite adequately feel what I'm doing in a dream, which can be a frustraton.
Occasionally, I've experienced brief powerful sensations of pleasure or pain- usually to an awakening degree in those rare cases. So although I can feel pain in dreams, it's very rare, and my dreaming experiences are most often tactile-inhibited in perception which is too bad really, because I know the pleasures would far exceed the pain.
I have never injured myself dreaming, or had any pain of dream origin persist into waking life. I do recall actual physical discomforts being expressed in dreams, so I wonder if you were sleeping in an awkward position. Like cluelesshusband, waking up laughing does also happen for me now and then. Pleasant dreams, and welcome to Sciforums, Subutex.