Fetishes don’t have easy answers. Very little about the brain does.
As for erogenous zones there’s been lots of studies on it, and the basic result is: most of a woman’s body for foreplay, a straight line down from mouth to dick for men. Anywhere skin is thin and fatty for both, like ears, and anywhere skin creases like under boobs for women.
For actual sex, obviously its mostly the groin supplemented by neck and ass cheeks for both.
Of course, this is where you like to be touched. Not where you get off touching others.
Activities can also be like the foreplay to foreplay. A foot massage can lead to arousal because its a massage, and the alleviation of pain can be interpreted as pleasure. Intentional pain like a spank is also alleviation of pain, since its the fading of the sting that leads to the beginning of arousal for most people. The joke “Why are you hitting yourself with a hammer? Because it feels good when I stop!” helps explain this a bit in a simple way.
But, the brain being complex, there can be other things. Pain can serve as a reminder of vulnerability, leading to a person being able to overcome inhibitions or not be ashamed when with a trusted partner.
Another joke that comes to mind: “My psychologist told me to stop worrying about my finances, my psychiatrist told me to go to a party to get away from my stress, my physiologist gave me expensive pills for my social anxiety. Conclusion? I think, feel, and am broke. “