Do all guys going through puberty experience gay thoughts?

Not all, but many do. Even those who are not gay and especially during puberty. It is normal to experience thoughts of excitement especially towards an act that has "shock factor." Human's are programed to avoid pain and seek pleasure. Any kind of sexual behavior will produce a pleasure response. An additional excitement will result from an act that is unusual or forbidden, so gay thoughts may be especially likely to provoke excitement for men or women. Many men who identify as straight would never admit that they have had gay thoughts, but it is impossible to deny the automatic response to any sexual trigger.