Ok, so if you’re talking about a sofa, comfortable and cozy is good. But for many (maybe most) things it’s counterproductive. Why? Because if you are comfortable you’re not growing as a person.
That’s why it’s good to keep learning. To most folks learning isn’t comfortable. You know the stuff you do every day and you’re comfortable with it. Sure, sometimes you get to tweak things here and there, but for the most part it’s business as usual. Learning is the opposite of that: you don’t know what you’re doing (which is why you are learning!).
In many ways I look at being uncomfortable and stressed out as more of an opportunity than something to run away from. Of course I get worried; I’m only human. But it’s something that can make you a better person. Working for your goals instead of having everything handed to you builds you up.
Take weight lifting — most people don’t lift because the act of lifting weights is comfortable. The result is what makes things worth it. The advantage of lifting is that you have a very direct link between the act and the outcome: you get stronger and have bigger muscles.
The same thing happens in other aspects of your life, but the outcome isn’t as clear. If you learn a new programming language does it automatically get you a better job? Does it get you the girl? The car? No. But it gets you to think a bit differently from when you started. That’s exactly how you grow, both professionally and personally. That difference is what sets you apart.
You are like grapes. The grapes grown in perfect conditions look awesome and big, but they lack the character and depth that leads to a good wine. However the vines grown in the rocky soil are what typically make the best wine — they work harder.