I find that when I don't regularly let off some sexual steam, as it were, my body does it for me when I'm sleeping, as it's when I'm the most relaxed. Sometimes it got so bad I'd dream I was masturbating and, at the same time, I was actually masturbating in the waking world. It was a very embarrassing situation, though, so I opt to just masturbate while awake and fully conscious so I'm all tapped out, sex wise, and my body can dream of other, less embarrassing, things instead.