The group is concerned about being bad or doing something wrong. But everyone feels this way at some time or another, so this might be something that everyone has in common and therefore can bring us all together. The fact that Jim is mentioned three times now suggests that there will be a tendency for the group to focus on one person - a person who doesn't mind this as much as others might. It's easier to focus on one person than for everyone to take turns being the focus of the group. Unfortunately, they couldn't act upon the desires on their bed.
Sexuality is a powerful issue, so it still lingers in the story.
But, more generally, the desires could be any underlying need or feeling, positive or negative. Quickly, his thoughts turned outrageous urges into reality. But when Jim tried to get the cat out, he tripped and fell over the biggest horse. Subsequently, Sally drove to the lake behind the restaurant near Susan's house. Going to Susan's house could represent the need to pair or form subgroups outside of group.