I once auditioned for a play. It was a cold reading (i.e. you're given the script only minutes before the audition). I wouldn't have done it had it not been for my friend's (supportive) insistence. It was something we had spoken about before but was still somewhat impromptu. I'm so glad I did it.
I've been in quite a number of situations that took me out of my comfort zone. I used to take a fair amount of initiative in high school in terms of getting involved with organizations, which lead to a few great volunteer and job opportunities, which again led to other great opportunities down the road from that which again stretched my comfort zone and brought me to where I am today. I've moved across the country by myself a few times for months at a time to places where I didn't know anyone as well. A lot of the experiences I was in while I was in school required me to be in positions to which I had to adapt and through which I had manage my way - very rarely did I feel comfortable.
My life in general has been about me being stretched beyond my comfort zone - not all of it but quite a bit, and most of what's gotten me to where I am came about from me stepping into the unknown. It wasn't easy or without its frustrations and I've fallen hard a few times, but in a way I'm grateful for it. I haven't always taken as many risks as I could have or faced my fears, I've run more than I wish I had as well, but it's gratifying to experience the rewards of allowing life to fashion and expand you. There really are no words for it.
A friend of mine used to say something that I absolutely loved.. when she had something nerve-wrecking (but good) coming up, she would always say "... yeah, but it's an excited kind of nervous", followed by a grin. She usually welcomed the challenge and allowed her experiences to energize/excite instead of daunt her. It was fantastic to witness and reminded me that I had the choice to frame a given event in a particular way.
Edit: Having said that, I believe it's important to know one's boundaries and limits. Stepping outside of our comfort zones is great when it comes in ebbs and flows - step in, step out, step in, step out. Having comfort/safety in life to replenish us is much like needing a day or two of healing after working out our muscles (when muscles get worked beyond their usual range the fibres tear then with rest/nourishment they heal and become stronger, ready to be strengthened again).