I don´t think that it automatically means that you are gay. In case of homosexual orientation, I think that more things would be needed, this penis penetration fantasy can happen also to heterosexual men. Have you ever had any sexual experiences with males? (again, if yes, it will not mean automatically that you are gay. A gay man would PREFER sex with males and he would be attracted sexually more to males than females). One sexologist in my country has a theory that only the experience of "falling in love" can decide whether you are a gay or not. So, if you think of your past and present life, if you have always fallen in love only with women and you have never fallen in love with a man, then probably you are not a gay.
The world of our sexual fantasies is so complicated and it does not have to have any real significance to our real life preferences. (e.g. many men have fantasies that they watch women masturbating and this fantasy does not make them voyers, many men have fantasies that their wife is having sex with other men and it does not make them pluralists etc...)
Thanks for your post, it is a different point of view then what I was thinking. I had one experience with a man, I accepted to penetrate me because I wanted to see how it is, but when I saw that he does not want to use a condom I resisted his try to entry and I said that it hurts too much and I want to lave. Luckily he let me go without many explanations.
If I may ask from what country are you?
I have sent you a message with the answer to your question about my country, it should probably be in your Inbox.