Just because you've never woken up with an erection, doesn't mean that you don't have one (or more) during sleep.
If you're young, fit, healthy and are able to get and keep an erection during masturbation and sex then you don't need to worry.
If, however, you don't notice morning erections and you also have problems getting and keeping an erection when you have sex or masturbate, then you may want to speak to your GP to check all's okay.
This also applies if you've suddenly noticed your morning erections have ceased, if you're in your fifties or older, and if you're having problems with erections when you have sex.
Some men have erections every morning, others occasionally, some seldom or never. It's more common to notice morning erections when you're a teenager, with older men experiencing fewer morning erections.