Maybe you have a good job, but feel like your career isn't going anywhere, but rather than switching to a different role you stay where you are because you like it there. That's comfort.
Plus a lot of people over think what comfort they need and waste a lot of energy on it. Theres a photo of Steve Jobs from the 80s in an empty apartment with a few possessions, where apparently he is comfortable with living like that. I don't know exactly what the story is with the photo, and it's a bit of an extreme example, but imagine instead of working on building his company, he spent his sparetime assembling IKEA furniture, then buying a TV and VHS recorder, then renting movies from the movie store (and physically taking them back).