For me, it really depends. I think its okay to keep some things private. I mean there are certain friends that I would not want to hear about what turns them on, so I respect that, and don't bring up tickling. Other friends, have told me things that turned them on, but I didn't say anything about tickling. Their turn ons were very vanilla( think candles and romantic music) and gave me strange looks when I said I liked to be tied up. So I didn't mention anything else after that.
I think it really depends on the person too, what relationship you have/or want to have with them. I can't imagine telling coworkers or anything like that, because sometimes many people are very judgmental and I wouldn't want to be people's gossip/jokes. I guess I am very cautious as to who I tell. I would tell the person I was dating early on, because I think if you don't tell then down the road, there could be problems.