Yes, fantasies are normal. Sometimes they help us work through things that are kind of going on in the back of our mind. They can also be expressions of hidden desires that we may have, for one reason or another which, if they really occurred, we might or might not be happy about. And they are just that, fantasies. Of course, this may be fairly typical of a lot of guys, however, sometimes I have a fantasy about being in a female physicians office with nobody else around except her and her female nurse. In my fantasy, the female physician and her female nurse start to fondle me and demand that I yield to them sexually or they will accuse me of sexual assault to the police so I have no choice but to go along with them. In another fantasy, I have a female boss, at work, and she does the same thing, sexually harrasses me, threatening me with dire consequences if I don't go along with her and do all that she wants me to do sexually in her office suite. I've also occasionally had a fantasy like yours that a group of women "have their way with me" and so forth. Yeah, dream on, ha, ha!
In real life, being married and having only had sex with with my wife, if some other woman or women approached me for sex, I'd be very flattered and pleased and very tempted but I would gently, politely turn them down with the assurance I would never speak of what their offer to anyone, it would remain our secret. I'd probably then go home and fantacize about what I would have done if it had actually happened!
Oh well, fantasies can be very sexy!