In terms of sexual fantasies and fetishes, anything goes as long as it is consensual and legal. If three (or more) adults want to engage in group sex, then there is no issue as long as they're all on the same page in terms of what it is/is not and as long as any potential jealousies are checked at the door.

I know a few people who have done threesomes when they were younger, but it was always more of two people pleasuring one, ie two men pleasuring a woman, etc, and in that sense it wasn't a true threesome as not all parties were involved with each other.

I have no interest personally in having sex with more than one person at a time. I have plenty of my own fetishes and fantasies which I do want to act out, but having a threesome is not one of them.

If that's what you want, there's nothing wrong with it!