Is it safe to have oral sex with a woman without using a dental dam? And does a dental dam affect the pleasure of the whole situation? I've never done oral so I don't know what it's like, with or without a dental dam.
There is no completely safe sex. All sex has risk. Oral sex is safer with a dental dam, but honestly I don't think many straight men use one. You should look at it this way: her body, her rules.
I think you can only buy them online, but I plan on becoming sexually active very soon (I'll be 18 in a few months) and I don't want to have oral sex with a girl without one if it's not safe, but how do I get dental dams shipped to my house (I live with my parents) without them knowing and asking me about it?
Get them shipped General Delivery and pick it up from the post office. That's what I do with my PLUR packages.
Only you can make a good health risk assessment for yourself, but I happen to think oral sex is a low risk activity.
You can make them out of condoms. Snip the tip off and slice down the length to get a rectangle. You'll want to "mark" it somehow so you know which side is "up" just in case it gets away from you. Maybe notch one corner and remember the notch is "top-right corner"?