An example of an oxymoron would be something like "My big little sister." (You are saying a taller, but younger sister with words that are opposite of each other.) In the expression "kind of fascinating" - "kind of" represents "to some extent" and "fascinating" means "interesting". So you are saying "to an extent, it was interesting." It would be an oxymoron to combine the words "boring/fascinating".

something that you are really interested in but you don't want to go all out and say, "That's fascinating!" that's it!!!

Julie wrote to my question: There may be 2 things here that are unclear to you? "kind of" can mean almost, more or less, like (as in similar to) or a sub-set of ("a collie is a kind of dog") "fascinating" means really interesting, engrossing... So, "kind of fascinating" indicates something that you are really interested in but you don't want to go all out and say, "That's fascinating!" In a way, it's an oxymoron ("a figure of speech that combines normally contradictory terms." - wikipedia defn).