One way of doing this can be in a discussion ... such as ...

You know I read somewhere that a lot of people fantasize about ..... (fill in the blank with whatever) .... do you think that could be true ... then ask him some questions about why he thinks such and such would be exciting to many people (or not). It's much less intimidating to comment on what you think about what other people think and for the most part it is a true expression of your own feelings to do so ... also, opening up about fantasies can be incredibly personal ... so start by discussing fantasies that tend to be fairly common and/or mainstream ... once you've both become somewhat comfortable in doing that, you can start discussing ones that don't seem so common. good luck!