which one of the two sentences are grammatically correct and why?

The first one ... because it's less awkward and grammatically correct.

The first one is correct.

The first sentence is a simple statement of fact (present indicative).

The second sentence reads as if the speaker is having their heart set indirectly, by someone else, for example (present progressive indicative mood).

"I am having," in this regard, is used in sentences like:

I am having my hair done.

I am having my computer repaired.