Dear Confused, People don't always fall into a strict category of heterosexual, homosexual, or bisexual, but often fall somewhere in-between.
Some people define their sexual orientation solely by the gender with whom they are sexually active.
Others may also take into account who they feel attracted to, or who they choose to fantasize about. Point being, labels can be difficult and restricting for people. Only you can decide for yourself where you might fit into the categories of sexual orientation. Until then, fantasies are simply creative imaginings that turn people on. The key here is not what you call yourself, but what to do about your feelings.