Have you asked him how long he has thought about this? If it's an old fantasy, what has made him bring it out now? Or if it's new, what has triggered it? Has he asked if YOU have fantasies?
To answer your original question, I think this is Normal, as long as you keep it in the realm of fantasy. My own personal opinion is that I would rule out doing this in real life. I don't see how anything good can come of that-- a few minutes/hours of excitement, then what???
