I tend to get into that on the second or third session.  During the first session, I see how things go between us and if they go well, I'll usually want to see her again.

Then, as we get more comfortable with each other, I start talking about fantasies with her and feel out boundaries, etc.

I've found discussing fantasies after getting to know the lady first helps but it's not an absolute rule of mine.  Some ladies want to know all about your "kink" upon the first meeting.  In those cases, I divulge what I'm comfortable with and go from there.  

Peace...