If You Like The Thought Of Waking Up To An Orgasm, You Need This. Getting up for work/school/the gym/basically anything early in the morning is basically the worst, but there's one thing that might make it slightly less painful (and way more pleasurable): waking up to an orgasm. Mar 15, - 1. Women can have sleep orgasms pretty much anytime. . But even if you wake up mid-orgasm and can't remember having a sex dream, you.