Besides masturbation, like Chopin said, telling my T that I wanted someone else to be my mom (wasn't able to say "you," but I know that this was obvious). It took me YEARS to get this out and I had so much shame associated with this desire, which actually was/is self-protective since I didn't get what I needed from my own mom.
Take this a step further and I once admitted that sometimes I wondered what it'd be like if my parents were dead... Actually, I only admitted it when my T said "Wouldn't it be easier if they weren't here?" I was so excited that she saw that I was thinking this and could understand it. BUT I'd interpreted her statement to mean dead when she actually meant not living in the same city since I'd recently moved back to where I grew up. This was way embarrassing particularly since I believed for a minute that my T somehow understood my completely messed up thinking before I realized that this wasn't at all what she was saying...

But she handled the situation great, as always, and made me feel totally OK about these thoughts.