Can I ask two more Q's? 

1. Why do you think it's good to stretch your comfort zone when it comes to physical activity (e.g., first-timers braving fitness challenges, whether CrossFit or Bikram yoga)? I think the idea is to seek out challenges and then get comfortable being uncomfortable to build mental and physical muscles. Pushing oneself to one's own edge, that's how we improve. The goal is to get better, the change comes from effort. Also take a cue from elite athletes because they are very practical. They are going to put in their all, but they also listen to their bodies.
I agree with all of this and would add the importance of “incrementsâ€ (i.e., incremental progress). For example, it would be foolish to wake up one morning and decide to run a marathon if you haven’t done any training. The wise step is to set the goal and work backwards to now to determine the increments (i.e., walk a mile a day for a week, two miles a day the next week, etc.). Also, I recognize the importance of dreaming/aspiring, but would always temper it with reality. If the increments between the dream and reality are too ambitious or too large, then failure is assured. 

2. How can folks overcome intimidation when trying something new at the gym? I think they need to manage a) physical discomfort -- stop worrying how much its going to hurt (i.e, develop high-frustration tolerance), and b) master social discomfort -- stop comparing self to others (i.e., set your own standard and raise the bar accordingly). What do you think?
Again I agree, but more to the second point, than to the first. Intimidation does not have to be accompanied by fear of discomfort (that’s negative), whereas intimidation accompanied by enthusiasm and acceptance is positive. Comparing oneself to others is certain to disappoint as there is ALWAYS someone who is better is you look hard and wide enough. The better comparison is to compare yourself now to the person you want to be later.