An idea can feel good because it is truthful or for some other reason. The problem with only entertaining ideas that feel good is that we end up entertaining ideas only because they feel good. It is important to also explore ideas beyond how they feel, which means entertaining ideas without regard to how they feel as well as entertaining ideas that feel not good.
Philosophy moves through these as well, albeit unconsciously-- what we call positivism or analytic philosophy is the unconscious attempt to try entertaining ideas that do not feel either good or not good; what we call nihilism and moral insanity is the result of entertaining ideas that feel not good.
It depends on who is feeling the ideas. For one person the idea of nihilism might feel great, a relief. For another terrifying. For another first one reation then another. Also if we just read your OP and work from that it might seem like one can easily tell how one is reacting to ideas. Yes, Sometimes it may be clear. The idea that there is no God might be scary for many theists. On the other hand an atheist could be avoiding the feelings he or she might have if he believed there was a God. So what seems like the brave taking on of an idea that is scary is actually tactically, perhaps, brave, but strategically an avoidance. Humans have many layers and many ways of using and manipluating their own emotions. There are people who like to be dark. So yes, they explore an idea because it is scary, but the fact that they are the kind of guy who does this gives them the image of themselves they like.
I would also like to spend a moment with the very accurate phrase ‘entertaining ideas’, entertain having that lighter, to be amused, exploring in a light way. People often overestimate the value of checking the truth value of an idea in their heads. Heads that are fixed in terms of paradigm, semantics, models, expectations. They entertain the idea, tinker with it, crosscheck in a mileau where preumptions abound, and then consider themselves to have open minds and to have tested. Often ideas require experience, new experience, and not something one can get on the weekend before going out with the guys.