The fourth places that fantasies come from are sexual experiences that we had early in life, often the first sexual experience. It was exciting. It was fun. Often, it was spontaneous. We want to relive this. We want to have the excitement of that first sexual experience, and so we relive it over and over and over again.
Matt Cline
For more, see 4 Causes Of Sexual Fantasies And Lustful Thoughts (Matt Cline).