I'm the one scared of being too weird! Hahah!
Though I never had sex with him, my ultra creepy ex (who I had no idea was so sick/rude/creepy when we started dating) was really into diapers. I'm not offended by them but I definitely don't want that in the bedroom, there's no way he could convince me to wear one (or even see him in one). Though the diapers were the least of the fetishes he had... that's the only one he brought up to my face.
The gun thing is sort of like public sex, the fear of getting caught is exciting, in that case, the thought of getting shot is exciting. It makes sense, I have no interest in it personally but I'd imagine for someone into that it would be intense!