Dreams about cheating on my husband

Hello everyone, this is my first time posting on here because I really need some opinions.

So my husband and I have been married for a little over a year and we are madly in love. We are actually trying for our first baby which we are both very excited. Well lately within the last few months, I have been having multiple sex dreams about one of friend that's a guy from work. We never had a thing because we met after I was already married (just want to put that out there)and we just have enjoy each other's company. My husband loves hanging out with him and we all get along well. I just don't understand why I keep having sex dreams, I feel so guilty after I wake up laying in bed with my husband. I don't want to tell him because I'm afraid he'll be upset or jealous. So does this happen to any of you that is married? And do you just keep it to yourself or tell Jim?

BTW.... My guy friend admitted a few months back about having a sex dream about me.... I just laughed it off and didn't tell him about my dreams.

What do I do??