A little eccentricity is part of being too young to know that you should pretend to act just like everyone else!
:-)
In a year or two your son will feel the pull of peer pressure and start to emulate other children's concerns and behavior more. And by the time he's 12 he'll be quite concerned about being "wierd"!
But if you really feel something's not right, talk to your pediatrician. And keep in mind that there is a condition called "Asperger's Syndrome". Children with this neurological condition have unusual difficulties in social interaction (just can't seem to interpret social cues), have strange obsessions and repetitive mannerisms. It is considered a form of developmental delay.
I have worked with children who have the disorder (in the preschool setting) and they are great kids, but definitely marching to their own beat. One little boy I worked closely with (personal tutoring) blossomed when his parents and I learned to humor his obsessive interests. When he was into sea shells, we got books and videos from the library, took a trip to the aquarium, etc. (Perhaps your son would enjoy a video or book about electricity and some kind of science kit.)
He showed tremendous ability to remember what he had learned, and he was thrilled by our cooperation. It turned out, he just learned in a different style than other children -- focusing intensively on one thing at a time. Then he would move on to a new topic.
Note that this behavior is not that uncommon among preschoolers (to be enthusiastic about a particular subject or character almost to exclusion). But with the Aperger's child, it persists much longer. And there are the odd mannerisms and social behavior along with it.
Fore more info:
http://www.keepkidshealthy.com/welcome/conditions/asperge...
Also, here is a page of science links and resources that I've put together. You can browse it for materials related to electricity. There's also a great "plasma ball" toy that might distract your son from the plugs. Maybe if he can find a safe and constructive way to satisfy his curiosity... he'll stop investigating it in dangerous ways!
http://www.earthskids.com/ek_science.aspx