Nothing is wrong with you. That's called hormones, and probably curiosity. And chemistry, lol. I get the same feeling whenever I'm with my boyfriend, although just because I think it doesn't mean I act on the thought. And it's not like it consumes my mind, either, lol.
I don't know how old you are, but don't do anything until you're ready, and be safe. Also, be with someone you know and trust, for goodness sake.