Paraphrasing "The Rock Warrior's Way" (_the_ book on mental training for rock climbers, IMO) the comfort zone is where your Ego wants to keep you, because you won't fail and you won't let yourself down. The only way to improve yourself is through learning, which is done outside of the comfort zone. When you get scared or uncomfortable, your Ego works to push you back into that comfort zone. By countering that force, trying things you're not sure of, you learn. In the longer run, you expand your comfort zone, and become capable of more.
This of course doesn't mean ignore fear, but analyze the risks you will take, decide what are acceptable risks that still make you comfortable, and then wholly commit to a path of action outside of your familiar comfort zone.