From The DePaulia:
Benign masochism is a term first coined by Paul Rozin, a psychology professor at the University of Pennsylvania, to explain humans perceive no real threat during sensations of fear, instead they actually enjoy these negative feelings. When someone “plays” with fear while fully reassured that no harm will come to them, it is easier to identify the ways they may react if a similar situation, with “real” threat, were to occur.
DePaul alumnus Jacob Reno said he seeks out scary movies, haunted houses and rollercoasters any time he can. He said he even wants to try skydiving at least once in his lifetime. Reno said he loves to do things that bring him fear because he finds pleasure and a sense of adrenaline rush in trying these activities.
“It’s the sense of controlled chaos,” Reno said. “My body is able to experience these feelings in a controlled, safe way, granting me a fuller life experience. It’s not exactly trying to instill myself with fear, it’s that I get to live to tell the tale.”