A few people here already asked the right question, How consuming is this thought. Does it interfere with your intimacy? Does it effect your every day life?
If one cannot achieve satisfaction without thier particular Fetish, then it would indicate a Paraphillia. It is a very real mental disorder and should be handled by professionals.
Now, if this is only something that you do pursue, I would recommend finding a group that is into this sort of extreme play. DO NOT try to do this on your own. At best, you will just have a really bad scene. At worst, you are another article about edge play gone horribly wrong.
There are extreme safety measures that must be taken in extreme edge play. You should be fully trained by a competent and experienced Dom. You should also be fully trained in first aid and CPR.
Electricity play is very dangerous, but not nearly as dangerous as cutting play. I've never been big into either. So I cannot offer much advise to you personally.
The most important thing is to determine, What about the fantasy becomes sexual to you? Is it even a Sexual fantasy? I can scene with anyone, and it is rarely sexual. What about the scene makes it seem enjoyable to you... how far would you want the scene to go? When you think about it, do you think about the outcomes? Have you ever engaged in BDSM where you would have been exposed to this?
Use common sense, if you find the fantasy all consuming, get help. If it is not, then you want to think about it. Be honest with yourself and figure out the best and safest steps for you.
The Dreadmuse