A Comfort Zone is a psychological state  in which things feel familiar to a person and they are at ease and (perceive they are) in control of their environment, experiencing low levels of anxiety and stress. In this zone, a steady level of performance is possible.
Casandra Brené Brown describes it as "Where our uncertainty, scarcity and vulnerability are minimised—where we believe we'll have access to enough love, food, talent, time, admiration. Where we feel we have some control."