I suppose I first had thoughts of stuff that would be considered BDSM when I was 6. This was mainly ideas of imprsionment, and being someone's prisoner. I have always had an interest in cages and collars since that age. Also some bondage ideas, particularly what I now know would be considered mummification, and being punished (though not involving physical pain).

I actually lost these feelings entirely once puberty started. They might never have come back if I hadn't joined an infantilism and diaper fetishist site. I realised that there was something more than just that which I was ... missing. Talking to some friends from that site it was suggested I look at BDSM.

I did and I realised that I was a sub. The things that I had had interests in when I was younger returned, and there are other things I have come across with research that appeal. I'm not into SM though, or at least physical stuff. Verbal abuse would be great, and there is some physical punishment I would be willing to take for the humiliation value, though not much. So you could say it started when I was 6. Though as a sexual thing and as something I have some vague understanding of it started about a month ago.