My wife and I are just starting to get into swinging and how we started was reading Penthouse Letters (or any similar reading material). I would say that this opened a lot of doors for discovering what turns us on, what fantasies we have and overall was a great starting point to talk about such things. My wife would have been clasified as fairly conservative, but she stated that once she realized that other people have fantasies (and fulfill them!) that she felt "normal" to have such desires. So overall, I would say communication is key, and it is a gradual process of discovery, not just something that we "jumped" into