Yeah, I've had wet dreams.
It even happened that I woke up while i'm fingering myself, completely unaware that I was doing so! I even had this once, while I was camping and sleeping with a friend in a little tent... I hope she didn't realised what I was doing, she never said anything about it, so i guess not!
Most of the time, I don't remember what I was dreaming, I just wake up completely turned on, not really knowing why, which can be kinda strange sometimes! I normally have a real bad temper in the morning, so this is a nice alternative!