When we're single and frustrated, fantasies are a great way of getting through the daily grind: you can make up for your lack of a sex life by turning your thoughts to erotic adventures.
This is totally healthy. It will help you think ahead to a brighter future for your love life and stop you getting depressed.
If your relationship is going to last and you're going to be with him until death do you part, you're going to need your fantasies as natural aphrodisiacs! There's nothing like a good sexual fantasy for getting the magic back.
Fantasies are part of any couple's healthy sex life, which is why we should never be ashamed of them.