No, this is not an uncommon thing to have happen. Every couple should have rules and limits that are mutually agreed upon before continuing (and that should NEVER be violated although they will probably adapt and change as time goes on). As bbarnsworth pointed out, and it is one of our few remaining rules, is that we move at the pace set by the slowest member...no pressure and nothing but understanding. Another rule we have is that if either of us wants to pause or stop, we both will stop with no explanation necessary. Our relationship will always be more important than something we are doing (together) for fun. Your wife needs to know that you will 100% always support her with whatever SHE decides to do. She needs to be able to trust you completely, and that you will not judge her on that trust. This includes sexual fantasies as well. As it says in our signature below, "If you don’t have to lie about sex, you don’t have to lie about anything. - John Williamson"...this is SO VERY true but still one of the hardest obstacles to overcome - knowing, trusting, letting every guard down with your partner and having them stand by you, without judgement or repercussions, no matter what.
Yes, you two need to talk...but start out with whatever she would like to do is fine with you. If she says that she wants to keep this a one time thing, then let her know that you support her choice and leave it at that. She very well may come back later and change her mind once she sees that you are letting her have the lead in this. Good luck and let us know how things are going.