Are Wet Dreams Haram?
Question

My question deals with wet dreams. I restrain myself to the best of my ability from pleasuring myself, however in doing so, I get wet dreams, what is the ruling of such, is it haram, what can I do to prevent such, it's quite embarrassing.
Praise be to Allah.Allah has created desire in man and He has commanded His slaves to use this energy in the proper manner, which is marriage for those who can afford it, in order to attain worldly interests such as building families, strengthening society and populating the earth according to the laws of Allah. 
Moreover one of the ways which Allah has created in His slaves as an outlet for this energy is wet dreams . It is a means of expending sexual energy for both sexes. A person plays no role in that, rather it happens as a result of human nature and a person will not be held to blame for that. The evidence for that is as follows: 
`Ali narrated that the Messenger of Allah (peace and blessings of Allah be upon him) said: “The Pen has been lifted from three : from the one who is sleeping until he wakes up, from the child until he reaches the age of puberty, and from one who is insane until he comes to his senses.” (Narrated by al-Tirmidhi, 1343; Ibn Majah, 3032; al-Nasai, 3378) 
A similar hadith was also narrated from `Aishah in the four books of Sunan apart from al-Tirmidhi. 
This hadith was classed as hasan by al-Tirmidhi, and by al-Nawawi in Sharh Muslim, 8/14. 
A person who is sleeping does not know what he is doing, so he is one of those from whom the Pen is lifted (i.e., his deeds are not recorded). Wet dreams happen when a person is asleep, so they are among the things that are forgiven. 

Allah has in fact made wet dreams [al-hilm] one of the signs of puberty . Hence Allah says (interpretation of the meaning): 

“And when the children among you come to puberty [al-hilm]…” [Al-Nur 24:59]
If wet dreams were haram, Allah would not have made that a sign of puberty. 

Zaynab, the daughter of Umm Salamah, narrated that Umm Salamah said: “Umm Sulaym came to the Messenger of Allah (peace and blessings of Allah be upon him) and said, ‘O Messenger of Allah, Allah is not too shy to tell us the truth. Does a woman have to do ghusl if she has a wet dream?’ The Prophet (peace and blessings of Allah be upon him) said: ‘Yes, if she sees water (a discharge).’ Umm Salamah covered her face and said, ‘O Messenger of Allah, can a woman have an erotic dream? ’ He said, ‘Yes, may your hands be rubbed with dust. How else would her child resemble her?’” (Narrated by al-Bukhari, 130; Muslim, 313) 
`Aishah said: The Messenger of Allah (peace and blessings of Allah be upon him) was asked about a man who notices some wetness but does not remember having a wet dream. He said, “He should do ghusl.” He was asked about a man who thinks that he had an erotic dream but does not see any wetness. He said, “He does not have to do ghusl.” Umm Salamah said, “O Messenger of Allah, does a woman have to do ghusl if she sees something like that?” He said, “Yes, women are the twin halves of men.” (Narrated by al-Tirmidhi, 113; Abu Dawud, 236) 

Al-‘Ajlani said: “Ibn Qattan said: its isnad via `Aishah is weak but its isnad via Anas is sahih (sound).” (Kashf al-Khafa, 1/ 248) 
In conclusion, wet dreams are something natural, and they cannot be gotten rid of. The matter is not as embarrassing as you imagined. 
And Allah knows best.