You can, but it won't fly. The helium is less dense than air in a room, causing the blimp to rise when helium is added. If you use normal air from the room the blimp will inflate, but it will not rise.
Check your local and state laws regarding aerospace vehicles and FAA and EAA for blueprints and advice. Draw up a plan and purchase the required materials and tools, helium cylinders...
You can if you have a refrigerant dehumidifier that is connected to your central air system. Otherwise, you'll need to use a portable dehumidifier to remove moisture from the air.
Yes, helium tanks can be dangerous if they aren’t handled correctly, since they contain compressed gas. For this reason, it’s very important to recycle or dispose of them properly.
Yes, just use one that doesn't have any designs on it, as that will improve the look. For example, I made cat ears using a tan-colored headband, and nobody can...