I think that the common theme that is running here is to do something that you haven't done before. That's the definition of leaving the comfort zone. I also agree that an element of danger does not have to be involved. But to be truthful, psychologically, the perceived possibility of danger, of the unknown is what makes us feel uncomfortable. Reality is another thing.
Regarding racing, one does not have to be hard-core-kevlar to race. Nor do they have to own a Volvo 70 to do it. Local races do an enormous amount to identify deficiencies. I found that while I thought I was a good sailor and knew sail trim, the reality was different. Coming across another boat on the same tack during a daysail does not constitute racing, nor should one gauge one's ability by beating a boat that may or may not have been engaged!
Sabre 38 "Victoria"