Together this fluid with the sperm is called semen. The body produces millions of sperm every day. Semen can be stored for awhile, but eventually it needs to be released. Some guys have dreams when this occurs. The dreams may be romantic, sexual or neither.
Wet dreams are normal.
They can happen a few times a week, a few times a month, or maybe not at all. It is a normal part of growing up. Your parents know that it happens, so you do not need to be embarrassed by it. It feels good and can release tension. Guys that masturbate before puberty can have orgasms, but do not ejaculate.