If you don't know your way around you could get lost at night. If you're on the dunes and just so at the top you should have good cell service.
There are blinking lights at the entrance to the south gate and north gates that help you get back. You should have no trouble.
If your on your bike and drunk as hell and they pull you over then you could most definitely get a dui or dwi, whichever they classify it around there.
But like everyone said you will be fine....especially if you don't drink and ride.