Here's what science has to say:
Fear is a funny thing in the modern world.
When our bodies are primed for danger — which is the physical state in which fear puts us — we achieve a weird kind of high. You've probably heard of the "fight or flight" response. Humans evolved this reaction to scary situations because our ancestors would have died out without it. Fear gives us a rush of hormones that make us faster and stronger, and back when the world was a more (immediately) dangerous place, people who lacked that response probably didn't survive to pass on their genes to future generations. Our ancestors didn't get any points for being super chill when they encountered packs of hyenas.
As our hearts speed up and we breathe more rapidly, our muscles get more blood with more oxygen in it, which is what we need to fight the danger or flee from it as fast as we can. A hormone called epinephrine (which you probably know as adrenaline) is released to trigger these superpowers, and it can wind your body up so tightly for action that it makes you shake in your boots.
There are slight variations from person to person, so everyone experiences fear a little differently. For some of us, it's a superhero-like rush. For others, it's a nausea-inducing quiver. Maybe a jump scare leaves your heart pounding fast for minutes after the rest of you has recovered, or sends you into a day-long spiral of panic attacks.
But if fright doesn't utterly wreck you physically, it can feel kind of amazing.
"When we’re in a safe place, we can interpret that threat response as we do any high arousal response like joy or happiness," says Margee Kerr, a sociologist and author who specializes in fear. "The response is triggered by anything unpredictable or startling. But when we're in a safe place and we know it, it takes less than a second for us to remember we're not actually in danger. Then we switch over to enjoying it. It's a kind of euphoria. That's why you see people go right from screaming to laughing."
Kerr thinks that we also enjoy fear as a distraction. Calling up our fight-or-flight response tamps down our conscious thinking. "We're not worried about groceries or abstract things, but instead feel very grounded and primal," she says.
There's also a sense of achievement, however silly that may sound. "Like any personal challenge, running a 5K or climbing a tree, we stressed [ourselves] and came out okay," Kerr says. "Even though we knew we were safe going in, we feel we accomplished something."
Social bonding is also a big component: When people get scared in groups, the high arousal triggers the formation of a particularly strong memory. The shared intensity can also sort of trick you and your friends into feeling like you've all accomplished something as a group — even if all you've accomplished is paying 20 bucks to get chased around a corn maze.
So should you go with your friends? That really depends on what you want. Kerr has applied some of her research to the real world by helping to design haunted houses, and she says she hates seeing people dragged in against their will by well-meaning friends or family.
"If you feel like your friends are supporting you through this thing that you want but are hesitant about, that can create a great experience," Kerr says. "But it's all about personal agency."
Coercing someone into a scary situation is never a good idea. If you don't feel you're in control, you're likely to just feel scared in a bad way the whole time — all screams, no laughter. So if the idea of a haunted house makes you feel queasy, just wait outside with a pumpkin spice latte and some Halloween candy.