I sleep with my tzitzis on. Is there any part of the body the tzitzis should not touch?
This is sort of an argument from absence, but...
Shulchan Aruch (Orach Chaim 8:16) describes a case where a person sleeps at night wearing his tallis, as to whether he has to recite a berachah on it the next morning. If there were indeed any problem with what parts of the body the tzitzis strings touch, then I would think this would be a logical place for one or more of the commentaries to point it out. Since I haven't found any that do so, I would assume that this is not an issue. (Unless someone else can find sources that talk about this explicitly.)