An addiction to brain chemistry, the result of sensory response to specific stimuli, ceases to be desire and becomes learned and habituated behavior. Sex  becomes a way of delivery for endogenous pleasure chemicals. There is no "I" in the act any more. The "mind" learns to manipulate the "body" for pleasurable stimuli. Other pleasure inducing chemical use contributes to the state. Giving the mind over to it's pursuits of choice becomes the mind itself; a hard-wired program. Like all habits and with time and age, the body's response to some stimuli  becomes dull and unrewarding; then the question arises. The mind, once again, seeks more effective stimulus. 
You may have seen the tracks of the Ox cross your path.

Controlling what arouses me I certainly cannot, but I've done some guiding myself towards new areas of sexual exploration that were later integrated into my sexuality. 

It's a bit like dream reading. If I want to know why I dream what I dream, I look for the metaphors in the dream and bring them back to their essence. In the same way, I can look at the metaphors in my turn ons, find that which they signify and find new ways to express those motifs. For instance: I like rope bondage, which seems a relatively straightforward  kink to have. I learned that other people also like rope bondage. They like it because it is visually pleasing, because it can be very nonsexual yet very intimate or because it can be very humiliating. However, I like rope bondage because it makes me feel powerless, because it forces me to accept that I cannot be the active partner and because it feels as if I'm hugged or held tightly. It results in me feeling small and passive, which I enjoy. 

If I look for other expressions of sexuality that allow me to feel small, passive, powerless, held tightly and hugged, I can find different activities that may trigger those feelings. I may find certain forms of age play (role play in which two consenting adults pretend that one or both of them are of a different - possibly much younger - age than they really are) that turn me on as well. If my partner and I build an age play scenario that allows me to be young and innocent and them to be older and experienced, it gives me an emotional experience that is closely related to what rope bondage can do for me. 

This is of course only an example and an oversimplified one at that. I suppose that maybe certain turn ons - the ones that come closest to fetishes in the traditional sense of the word? - may have metaphors that are hard to decode or metaphors that have lost their underlying meaning through time (since sex theory has it that fetishes often come into existence in early childhood, I recall). In that case, it may be simply be trial and error to see if you can find more that turns you on.

Thanks Niccolo for the interesting question.

Looking historically, it seems clear that the nature of one's desire -- which can seem very personal -- is hugely influenced by the ambient culture and its fetishes. Think for instance of the cult of the bound foot in China, or the obsession with very small waists in the corset-happy 19th c West, or for that matter with the current obsession with reed-thin women. Surely most eras contain a small percentage of people who truly find feet erotic, who enjoy bondage and the wearing of various kinds of restrictive gear, and whose hearts flutter at gamines -- perhaps for reasons having to do with their own personal wiring, or early experiences, or psychology. But a large majority of people simply attach themselves to the desires of the time and experience these desires as their own.

Like the Puritan elect (and oh, wouldn't they love this analogy), I think none of us can really know into which camp we belong. And so it behooves us to try to understand what our structure of desire says about our own world view and the role in which sex and love play in our psychic makeup.

Just in case it wasn't obvious, I'm not in any way suggesting that people who've resolved all their issues go on to lifetimes of vanilla sex. But if one feels estranged from one's desires, or overwhelmed by them, I'd suggest that something is trying to speak which we would do well not to ignore.

I get that Niccolo's original question was more about desires one enjoys and appreciates, but I think the question of desires which are problematic is also an elephant in the room, so I'd like to address this here too.

I don't really believe that anything is beyond one's ability to investigate. It may not be something logical, but that's another matter entirely. I think part of the problem comes from the relatively taboo nature of sexuality -- in a supposedly post-religious world people need something to feel guilty about, and if it's not their bodies point blank, then their bodies revealed to others (and everything that comes with this) fills this need in spades, at the very least because it is essentially the last "non-rational" culturally sanctioned way we have of relating to each other, and one of the few places of touch, as Imogen said in a related discussion.

I think another helpful analogy is food. I know a number of people who dealt with serious eating disorders, and this is something which really appears to everyone involved as "beyond the reach of logic". What one finds attractive in food, what one is compulsively drawn to, the self-reward and self-punishment involved in nourishing -- this can go to the core of who people are. Fortunately or unfortunately, eating disorders can kill you whereas usually sexual unhappiness or repression will not, or at least, not quickly. And so those who survive do so because they are able to reconstitute themselves in an essential way. (Which certainly does not mean training oneself to eat three bland meals a day without listening to the body's hunger, as most dieticians are wont to prescribe.) I don't think one's relation to desire is any more or less complicated than this, or than living is generally -- our relation to power, our demands for love, our search for religion, our creativity, our fears.