As long as everything's consensual and doesn't hurt anyone else, having a fetish should be enjoyed. You may or may not know why you have a particular fetish or fantasy, but I only think you need to delve into the why if you're seriously bothered with it. I don't think therapy helps much with changing sexual fantasies, anyway. Just enjoy it, and if anyone judges you for it, just turn and walk away. They aren't worth your time.