Comfort? Where?
The minimal basis of normal consciousness & mental health, from a medical standpoint, is orientation in space and time - ability to correctly answer: What's your name, today's date, and where are you? Being right here, right now is healthy. There's good concensus on this.
And yet, various lines of research, as well as the common experience of meditators is that we're rarely present! "People are only briefly and unpredictably attentive. Attention habitually diverts to unrelated thoughts and feelings, leaving any task at hand to be managed 'on autopilot.' ... mindlessness ('mind wandering,' 'zoning out,' 'task-unrelated thought') is 'one of the most ubiquitous and pervasive of all cognitive phenomena' and that it often occurs unintentionally, without awareness, occupies a substantial proportion of our day, and leads to failures in task performance." Lovas JG, Lovas DA, Lovas PM. "Mindfulness and Professionalism in Dentistry." J Dent Educ 2008; 72(9): 998-1009.
So, why do we feel compelled to escape to (approach) an imaginary thought world in the past or future, away from (avoidance) reality in the present moment?
Could part of the reason be that we don't feel comfortable being in the present? A recent study showed that college students found simply being alone with their own thoughts for 15 minutes to be so aversive that to cut it short, many self-administered an electric shock that they had earlier said they would pay to avoid. http://mindfulnessforeveryone.blogspot.ca/2014/08/563-meditation-training-for-restless.html
What's so attractive about the past & future? Could it be that only in our imagination, in our thought-world can we maintain a solid, permanent sense of self? As we learn to speak in early childhood, then grow into adulthood, we become self-aware - we develop a "common, egoic (personal-verbal) level of consciousness." The more secure we feel, the less we're occupied in trying to solidify the mental image of a "self." But most (all?) of us feel varying degrees of insecurity because of our modest ability to control our environment, others, & even ourselves. Existential fear (of constant change, aging, sickness and death) drives ego-grasping. Much of this "ego-grasping" is done via incessant self-talk, most of which occurs in the past and future. So while our thoughts are in the future or past, we have the "illusion of control." The ego is all about control. If it can't exert real control, then imagined control is good enough for the ego.
But because deep down, we sense a disconnect between our pseudocontrol and mostly uncontrollable reality, our thought world actually also feels uncomfortable. Indeed, a recent study showed that being mindfully engaged in the present moment, regardless if the particular activity would conventionally be considered pleasant, neutral or unpleasant, is agreeable, in fact more agreeable than escaping to one's "happy place" (thought world): http://mindfulnessforeveryone.blogspot.ca/2012/11/216-worrying-is-painful-reality-is.html
Theoretically, the solution is simple: accept what can't be controlled, and control all that can and should be, to the best of our ability. In other words, learn to accept existential reality; and for all other challenges, "just do it!"
Practically, for most of us, this simple, direct (serenity prayer) approach turns out to be a long, challenging journey, with lots of ups, downs, twists & backslides. A qualitatively higher level of consciousness needs to be, and can be accessed in order to gain some freedom from the magnetic pull of the ego.
Mindfulness practice is a highly accessible, intelligent means of untangling ourselves from this surprisingly sticky, ego-grasping phase. Remaining stuck in this phase is common.
Going beyond the exclusively egoic phase, for those who are ready, is, in the long run, the most comfortable: http://jglovas.wix.com/awarenessnow#!What-is-Normal-Development/c17jj/56bb39550cf2fb0f6ff7de38