Jenna Lyons Opens Up About Visiting a Sex Dungeon and Why She Has a Lot of Latex in Her Closet

Jenna Lyons has seen it all!

In PEOPLE's exclusive first look at the Oct. 21 episode of The Real Housewives of New York City, the former J. Crew creative director gives a little more insight into the NSFW lore of her 20s. While having a group dinner at in Erin Lichy's Hamptons house, Jessel Taank commented on Jenna's unique black latex outfit she joked was made out of recycled "truck" materials.

"There are things that come out of Jessel's mouth sometimes," Jenna says in a confessional, expressing her shock. "It's made by a very special Japanese woman, custom made in London, not a dump truck."

After Jessel asks how she got into latex fashion, Jenna reveals that she used to own "a decent amount of it year ago" before she gave it all up. Intrigued by the fashion mogul's hesitation, Brynn Whitfield theorizes that Jenna used to be into "S&M" or "soft core bondage" as Jenna laughs.

"I like the idea of someone being this, like, wallflower, quiet, like woman of mystery, and then behind the scenes is just getting her freak on, being in dudes, zero f---s, I love it," Brynn teases in a conversation with cameras.

Back at the dinner table, Jenna finally dishes on the origins of her latex love affair.

"I was 27-years-old. I was dating a guy. He was working for The New Yorker, and he had to write about all the sex clubs in New York, and there were tons of them here," she explains. "This is before [Mayor Rudy] Giuliani and I remember we went to the first one. There's a downstairs that used to be like a full on sex dungeon."

As she paints the picture, she recalls seeing a woman "sort of strapped into a wheel and being turned and auctioned off" and another person "over at those horse barrel things" being "banged out."

"There's a lot of watching, there's a lot of getting naked. There's a lot of public sex. It was insane," she continues to which Jessel asks, "And this is, like, not an advertised establishment, no. Like, you don't go on. Like, yelp.com and like, it's there."

"Well no," Jenna replies. "I mean, this is before the internet anyways."