We are all sinners (Romans 3:23) myself included. Thus we all walk through the valley of the shadow of death for we are taught that the wages of sin is death (Romans 6:23). The valley paints a picture of being surrounded and of ultimate defeat, yet David refers to it as "the shadow of death" as he acknowledges that in the Lord, death has lost it's power, it's merely a shadow. The rod and staff are implements of a shepherd used to protect sheep that might otherwise stray and to ward off predators. They are used to round up sheep and are representative of the Lord's discipline. Crucially, David writes, "they comfort me."
Churches may talk about going beyond your comfort zone, but this means that we are to serve beyond what is comfortable. This means changing routines, lifestyles, etc. The comfort that David is referring to is safety and particularly the feeling of being safe. Is your shepherd like the one David described in Psalm 23 or is your shepherd interested in his/her own needs?