Feud would love all this childhood sexuality... and yes, my fantasies started way back, and were mostly sub. I remember when I was 8 or so and read Kipling's "How the First Letter Was Written," there's a long comic description of a man being beaten up by a gang of women, and I read it over and over again just wallowing in that special thrill. I have to wonder about Kipling: later (age 12 or so) I found one of his school stories ("The Moral Reformers," if you're interested) which is entirely about his heroes tying up a couple of bullies and torturing them till they promise to be good, and my copy of the book fell open at those pages.
I had a whole lot of adventure stories I made up that were the usual knights and pirates and stuff, but the ones where I or someone with me was tied up and tortured were something I knew somehow was special and private. But in games my sisters and I played with our bears and dolls, the story quite often involved the dolls getting tied up for some perfectly logical reason :-)
There was a comic strip about a slave in ancient Egypt that hit me like a religious revelation, the whole idea of being a slave - or owning one, by then I was enjoying both sides of the fantasy - was suddenly intensely exciting. And it didn't have to involve any kind of sex, or even a lot of pain, just the idea of being under that kind of total control. One hot summer day when I was alone in the house I went to a room where my Dad had left a stack of bricks for some rebuilding, and I undressed and spent a long time carrying the bricks across the room and back imagining that I was a naked slave being forced to work like this. I didn't masturbate over it, though I'd already learnt to; it was a more mental thrill than that.
It wasn't until I started doing it for real, first with my sisters and then with friends, that I discovered I enjoyed doing it more than having it done to me.