Sometimes when I dream I feel hot/cold, the need to pee when I really don't, smell different aromas, and feel as if I am being touched.

Last night I had a dream my best friend and I had sex and I actually felt him inside me as if I was awake. This was not the first time I have felt this sensation and I find it really odd to feel the sensation of having sex, especially since I have never had sex in real life.

Does anybody know why this occurs?