I do not find these fantasies creepy at all, as many women have such kind of fantasies and such fantasies give them enjoyment. Bottom question is, are you comfortable with this or not? If you are not comfortable then you should discuss with her showing your intention that you are uncomfortable with the ides and do not wish her to do such weird things for pleasure.
However, if you find this thrilling then you may go ahead and can have fun mutually with all the fantasy. However, you both need to discuss the consequences. Do some compromise to minimize involved risk.