I fantasize about family members, older people, or other things I don't think I should be fantasizing about – is that okay?

It can be okay, yes – as long as you understand they're fantasies and are clearly different from reality or anything you would actually do in real life. If you do, feel free to take your fantasy life as far as it pleases you – even though your fantasies may seem "naughty" (which for many people is a strange part of the turn-on). For more, see JackinQ&A – Questions About Fantasies