The question, "When did you choose to become heterosexual?" is a great way to help heterosexuals understand homosexuals.
I never chose to be heterosexual. I just was since I started to have sexual feelings. I have no idea how I ended up heterosexual, I just am. Having an open mind, I've considered what it would be like to have sex with another man. I don't consider homosexuality to be immoral, unnatural or wrong. I just noticed that any thoughts in that direction lead me to feeling nauseous and disturbed. So I have no interest in acting against my feelings. I suspect that's the way how some homosexuals feel about heterosexuality. On the other hand, I'm pretty sure I'd be ok with a relationship with a group of bi-sexual women. In fact I have fantasied about it, regularly... probably like most heterosexual men. However, I'm in a long term stable rewarding monogamous relationship. Not all needs and desires can or should be pursued, especially if it would hurt someone else.
Regarding feelings vs actions. People can't choose their feelings. We just have them. However actions are a choice. Many homosexuals have had heterosexual relationships despite their homosexual feelings, as a result of societal pressure and expectations. I am aware of women who are fundamentally heterosexual, but they've chosen to enter a homosexual relationship, because they've had bad experiences with men. Some heterosexual men have probably also chosen to have gay sex, for similar reasons regarding women, although I don't know of any examples. Actions are choices. Feelings, our "nature", or who we are... is uncontrollable.
Regarding what is "natural". In nature I can find animal examples of heterosexuality, homosexuality, group sex, pedophilia, murder, cannibalism, coprogragy... pretty much every deviant, disgusting, destructive behavior known according to my morality. However just because something occurs in nature doesn't mean its something humans should do. Humans are capable of higher cognitive thought including empathy, morality and ethnics. That means we can chose not to do something, even though we desire it.
For example. Everyone has probably had an opportunity to steal, knowing that there was a low probability of getting caught. I know I have. Despite the temptation to act upon my desire, I chose not to act according to my desire, because of my ethics. Even if I got away with it, I'd know I did something wrong, probably hurt someone and it would bother me. My conscience would torture me. However when I return a lost object to the rightful owner, I am rewarded by a clear conscience. I feel great inside, because of my personal morality.
Regarding morality or a moral code. Everyone has their own personal moral code or system of morality based on their personal philosophy, religion, culture... When it comes to sex between consenting adults, or what a rational person does to themselves, I wouldn't presume to impose my moral code on others. When it comes to one person harming another, then I would presume to impose my moral code on others. I would also expect society to back me up and support my moral code.
Regarding pedophilia. I suspect pedophiles don't choose to desire children. I suspect pedophiles like heterosexuals and homosexuals just are. However their actions are a choice and if they choose to harm a child then their actions are a moral failure with serious consequences for the child. Pedophilia is illegal because of society's obligation to protect the vulnerable (children) from harm. A pedophile's desire for sexual gratification is less important that the child's right to protection and society's obligation to protect the child. It has to be this way or else our society would end up pretty messed up. So while I believe a pedophile can't help the way they feel, they must control their actions, or else face the wrath of society.