My boyfriend and I were happily monogamous. We had been together for nearly a year. And until the day it happened, the idea of having sex with other people was just a thought experiment, something we talked about for fun. It was never something we were actually going to do.

Such is the case for most American adults. According to a recent study, 56 percent of women and 83 percent of men have a fantasy of having sex with someone other than a current spouse or partner. It’s so widespread that the researchers deemed it a common fantasy. And for most people, it remains a fantasy — a naughty mental space in which the mind can wander, and stay for a while. It usually doesn’t turn into reality — but it did for me.

My fantasy of a foursome began after college. Dorm life had been something of a wild midsummer night’s dream — one-night stands were common, almost expected amid the fraternity parties, and as I crept into my 20s, I craved something different, something outside the norm. Simple sex with one guy, even if it was someone new, began to lose its excitement after a while. My mind wandered toward more elaborate scenarios, ones that included more...