Pretty much every serious study of human sexuality has shown that most people are attracted to both sexes to a greater or lesser degree. According to Masters and Johnson, some 60% of straights have a homosexual affair at some stage in their lives, while some 90% of people who identify themselves as gay have straight affairs.

A gay fantasy needn't mean anything other than being an exciting fantasy. If you're happy with women and attracted to them, your attraction is probably primarily hetero. Unless you feel a need to explore your attractions to men further, just sit back and enjoy the fantasy.