I remember when I was a teenager I'd wake up in middle of the night rock hard and cum all over.  I was embarassed and would wash the sheets by hand not wanting my mom to see.  I quickly learned to take napkins or paper towels and cover my penis at night with my underware on over all that.  So if I came in my sleep, no mess on the sheets. Many years later now, I wish I could cum in my sleep.  That's the ultimate ejaculation.  I am happy to just wake up rock hard now!  Enjoy it young man for it is normal & healthy but there are things to do to avoid a mess.  A condom would work but then you have to get them and dispose of the evidence.  My approach worked well for me at the time.

I have a possible solution to get rid of wet dreams altogether but i'm not sure thatwould be a very healthy response to your question.

What I used to do to stop myself from having wet dreams is to think about something that I don't find sexually interesting right before going to sleep. Think about something you learned in school or some hobby you enjoy. If you successfuly get your mind off of sex at the last minute before falling asleep then you will not have a wet dream.

But if you like having wet dreams but want to clean the mess up then just do what the guy under me said. It's pretty simple yet reliable.