There's no danger to your health or the hearing aid if you do decide to sleep with the hearing aids in or on your hear.
But most doctors to advise against wearing your hearing aids to bed and recommends you remove the hearing aids before sleeping.
The reason is removing the hearing aids before sleeping allows your ears and ear canals to air out and also it's not very comfortable to sleep with hearing aids on or in your ears.
Plus there's always the chance the hearing aids may come out of your ear or off of your ears and then get lost in the blankets, sheets or on the floor etc.
So I would advise not sleeping with the hearing aids but you certainly can if you want too.