Adventure is just that--venturing out. Doing the unfamiliar or unexpected, braving a less than ideal situation, attempting tasks previously thought difficult or impossible or scary. Standing up or speaking out if you tend to sit still and keep quiet; sometimes, sitting still or keeping quiet when you want to do and do and do is the challenge, the thing that takes courage.
If one thinks of comfort as snuggling up only considering or seeking one's own happiness with no regard to duty or the happiness of others or the will of God--or if one thinks of adventure as seeking adrenaline for the sake of adrenaline--or if one thinks unremitting inconvenience and gritting one's teeth doing unappealing things with no pleasure is the only way to submit one's life to a higher calling--then one might think that comfort and adventure have nothing to do with one another, and that both are antithetical to following the will of God.
I would like to submit that it is possible to think of God's plan for my life as a comfortable adventure. Comfortable, because He will never leave me nor forsake me; and an adventure, because He calls me to action, yet tells me not the results ahead of time. Because He leads me by the hand on a path I do not know. Because He asks of me a bravery beyond my certainty, but promises to never ask of me more strength than He will provide. Because He asks me to subordinate my pleasure to His will but gives me unexpected pleasures along the path of submission.
Because He loves me enough to comfort me, and loves me enough to be unwilling to allow me to settle for less than the life He made me to live.