A popular sex educator and television personality I once worked for used to warn people against threesomes precisely because she thought that, while they might start out fine, they would inevitably lead to people peeing on each other (her example, not mine). I always lovingly disagreed with her on this point. But she wasn't the only person I've heard this theory from. It's the theory of "gateway sex".
Like gateway drugs (also a theory) the idea with gateway sex is that one kind of sex leads to another and before you know it you're addicted to crack (or in this case crack-like sex). There are many holes in this theory, not least of which is, what is the sex act most like crack? [insert your anal sex joke here].
For starters, gateway sex rests on the assumption that that sexual exploration and sexual desires are uni-linear; meaning that they move in one direction and only that direction. While I can't prove this anymore than I can prove the existence of god, based on my experience of speaking with thousands of people about their sexual desires and activities, and occasionally having sex myself, I'm going to say that sex does not always work that way.
We can be forgiven for thinking it does, because for most, but not all, of us, our first experiences with sexual exploration tend to be linear and progressive. Most people try kissing before anal sex, and hugging before play piercing. Mind you not everyone does, so we need to be careful about suggesting that we're all one way, or there's one "natural" way to do things. Still, our early sexual experiences, building as they do on previous ones, can feel like we're walking down a path. The thing to know is that people can, and do, travel every which way on the path. They even leave the path, sometimes to return, sometimes to make their own, or find a small hut in the forest where they decide to build a fire and wait for others to come and roast marshmallows. You want to talk about a gateway drug, don't get me started on marshmallows. But I'm getting sidetracked.
Another assumption that underlies the theory of gateway sex is that we build up a tolerance to sexual stimulation, like we do to drugs. While it's true that our bodies and minds can get used to some kinds of stimulation, and we may think we need the same or more stimulation to experience the same levels of sexual pleasure, drug tolerance isn't an accurate analogy. A drug tolerance is developed in response to one drug. Sex isn't one drug. Sexual stimulation comes in infinite forms, and they aren't always comparable in the way you might compare the proof of alcohol, or the purity of another drug. There isn't a 100 proof handjob (which, of course, is not the kind of thing you tell someone whose ever given you a handjob). I might get used to using a vibrator, and get to a point where it seems like I need vibration to experience sexual pleasure. But then I might touch myself in an entirely different way, or a partner might do something to me they've never done before, and it may create a different kind of sexual stimulation that takes me to new heights of sexual pleasure I've never experienced from a vibrator. A gentle caress, in the right place at the right pace, could result in an orgasm just like a vibrator I've been relying on for ages. The idea that you'll try some new sexual activity, say getting tied up and flogged, and then not be able to get pleasure in other ways, or always want to be tied up and flogged, is based on a simplistic understanding of sexual stimulation, desire, and pleasure.
Now, none of this is to say that once you try something new you can go back to "the way it was". If you're going to open up your sex life to new ways of being sexual, thoughts, feelings, emotions, and other stuff may come up, and then there they are, in your mind and in your relationship. So if you want your sex life to stay exactly the same and never change, then you probably shouldn't try anything new. But if fear of losing control of your sex life is the only reason you're stopping yourself, know that the control you experience over your sex life is not related to the kind of sex you're having.
Finally, we need to always be aware of how morality may be guiding and influencing the way we think about sex and even the kind of sex we have. Usually when this idea of gateway sex comes up it's because someone is starting to have a kind of sex that is less socially sanctioned. Whether that's BDSM, swinging, exchanging sex for goods or money, exploring fetishes, or almost any kind of queer sex, the sex that you're told to worry about is usually sex we aren't "supposed" to have. Rarely do people warn you against getting a blow job for fear that then you're going to be wanting blow jobs all the time. When you think about it, the idea of gateway sex seems heavily invested in not letting people try things that might feel good for fear that then they might, you know, feel good.