When fantasy is positive and pleasing it can add something to a person's life. Fantasy can be a very private way of enjoying thoughts which we are not able or would not wish to act out in reality.
Most people fantasize when they masturbate, and many do so when they are having sex with a partner.
This can create problems for some people because they feel that they are somehow betraying their partner and feel guilty about this. There are also situations when people feel guilty about what their fantasies are. However, the fact that people have fantasies does not mean that they will cat them out. You and your partner can play games with your fantasies, if you are not too embarrassed to share them. Such personal sharing needs to be done in a caring and sensitive way.