Had to be 7th or 8th grade...
My earliest fantasies of any sort of detail were in the 7th or 8th grade. I remember a recurring fantasy about tying up a female classmate outdoors, staked out in a spread eagle. That was pretty much the fantasy - I think I was still young enough I didn't know what the hell to do with her. I just knew I liked having her tied up. I used to think about this during class, and to my great embarassment would develop a raging hard on. I knew at an earlier age that there was something about helplessness that turned me on - when I would see women on t.v. or comic books getting tied up, it made me have that "funny feeling" way down inside. The funny feeling hasn't changed much over the years, but the fantasies are a lot more textured.