What are sexual fantasies?
Fantasies are daydreams. Imaginary visions. Whimsical speculations. Wishful thinking. Everybody fantasises at some level. If you've ever imagined what you'd do if you won the lottery, you've used fantasy.
Fantasy is a fundamental part of human nature. We see active imagination as healthy in children but something adults should grow out of. Most people never do, however. Even if we manage to suppress our imagination during the day, all those unconscious passions emerge while we're sleeping.