I also have trouble feeling "comfortable" in the way that most people seem to use that word. I do not feel at rest, I am never relaxed when awake is relaxed means to describe a moment of not experiencing intense stimulations.
For me, it is because of the constant stimulation (not quite an overload) due to the hypersensitivity of most of my senses. I cannot "not-feel", "not-hear" and so on just because I want to go to sleep or because I want to feel not-bothered by what's going on around me in order to focus on something fun or to feel relaxed and temporarily "disconnected" (daydream? focus on... nothingness? on thoughts? no idea) from parts of the world.
A comforting solution that I found for when I lie in bed or when I am forced to sit in a limited number of positions for long is focussing on a distinct sensation that feels nice such as the sensation of my cheek against a soft pillow, a pleasant smell or my feet touching something that feels exciting. Fending of the intense and annoying sensation by focussing on the equally intense but - at least - non-annoying or pleasant sensations.
That is as "comfortable" and as "relaxed" as I can get. It's okay with me because I can function fairly well. And, really, it could be worse if this method didn't not work for me as that would interfere with my ability to communicate/talk, pay attention, learn stuff, do very simple things at home. It was never that bad (never completely crippled me) but the amount of interference of intense stimuli/overstimulation/sensory overload in my early childhood was worse enough and made all these simple things so difficult to do and learn that I suspect that I wouldn't function like this today if it had stayed that way.
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Autism + ADHD
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The trouble with having an open mind, of course, is that people will insist on coming along and trying to put things in it. Terry Pratchett