Started 1 month ago itchy skin only when sleeping I have allergies and dry skin not taking medication and no rashes or bumps I train and work at a gym?

Moisturizer. You may just have dry skin which can be helped by applying moisturizer on your skin within 3 mins after bathing and again about 12 hrs later +/- bathing. Avoid antibacterial and scented soap. If this still does not help, see a dermatologist.