My interest in tickling is reflected by several dreams I had as a child. My dreams are earlier than my memories of being tickled, so I'll start with those.
One of the earliest dreams I can remember is being tickled through the bars of my crib by sometime that resembled Oscar the Grouch! I don't know if I was in a crib at the time, or was just using the memory of one, but I wasn't older than 3. I would have also dreams of looking up at the sky, and as soon as I did, I would be whisked away to the den of the tickle monster, where I would be tickled senseless. I only had 4 or 5 of these dreams in my early childhood, but they were intense and I still remember them.
I almost certainly had those dreams because my dad tickled me. I remember going up to my room to change into a tanktop and shorts and telling my dad "please tickle me." My mom also tickled me, but much less frequently, though her nails made it different and fun! But I am certain the tickle monster represented my father, to get all Freudian on you.
It's amazing (and scary) how much parents can affect sexual identity. I feel very lucky that the worst that came out of it was a tickle fetish/paraphilia/whatever you want to call it. I can only imagine what it's like for someone who was physically or sexually abused.
For you neuroscientists out there, somehow the tickling and pleasure centers in my brain were cross-linked, or made to overlap, by my experiences. But it's not just on the receiving end: I suppose that when I'm tickling someone, my brain assumes I'm giving them pleasure. I definitely enjoy the power exchange aspect of it too.
It's also interesting how being tickled by my father did not affect my sexual orientation. I stopped tickling other boys around age 6 or 7 on my own volition. Since then I've only been interested in tickling, and being tickled by, girls and women.