From my recollection of what my friends and I (and even other kids in the neighborhood that I barely knew) did I can say that you're certainly not alone in that. I think most every kid has a little pyromania at some point (fire's pretty fascinating - many dangerous things are). Knowing what I know now, I'm actually a little surprised how few serious accidents occurred.
When we were kids, we were not allowed to come anywhere near matches and parents would search their kids looking for them. (there was this little problem on our block with kids building bombs with firecrackers and a certain part from tinkertoys and blowing potholes in the street)
But that didn't stop us! We all had little magnifying glasses that came out of Crackerjack boxes.
When I was a little older, I had a definite dare-devil streak running through me. When I think back to the crazy things I did, I wonder how the heck I ever lived to see the age of 12.
Our local library had big columns in the front and a ledge that went all the way around the building. I was skinny enough to squeeze between the columns and the building and get out onto the ledge, which I would walk all the way around. In the front of the building it wasn't so high off the ground, but around the back it was about a 3 story drop.
I can remember watching movies as a kid where someone would end up stuck on a ledge of some skyscraper and have to walk it till they found an open window to climb in and it was always portrayed as something dangerous and scary, and I never understood why. To me walking a ledge on a building was a piece of cake...did it a million times, on a much skinner ledge than in the movies.
They have since remodeled the library and the columns are gone, along with the marble stairs that had a smooth part on each side, that I went sliding down head first, like a sliding board. They built an addition on that makes it impossible for anyone to get to that ledge any more.
Of course the really steep hill I used to go rollerskating down, on the uneven sidewalk, jumping all the bumps, is still there.
I also had a 3rd floor bedroom with a roof outside the window, that I used to love going out and just sitting there, in the middle of the night, whenever it snowed.
And except for the rollerskating down that hill, my parents had no idea that I ever did any of this.