In an attempt to throw more fuel on the "nature vs. nurture" fire, one of my earliest memories in life is about the strange thrill I got while playing with a long dog chain. Since the memory is quite clear, and I was in the front (and later back) yard of the house that my family moved out of when I was 6 years old, the interest has been part of me for a looong time. There are other memories of that age, of course, but none that give any suggestion as to why bondage fantasies would be fascinating and stimulating to an individual so young. Just precocious, I suppose.