Hi Erections can occur during REM sleep. It is a type of sleep in which we dream, our muscles get tense, our eyes keep moving under eyelids and we also get erections. This is normal. Erections also occur when we think about erotic things. This is also normal. Erections can occur when urinary bladder is full, this can be prevented by passing urine. There is nothing to worry unless you get erections which persist for long time without any erotic thoughts.