I've often told myself some experiences make much better stories than real life experiences. In other words, sometimes it's pretty horrible to go through a series of events (like say a tragic and painful romance, a harrowing adventure, a terrifying ordeal), but it makes for a damn good story in retrospect. For example, it's really nice when things work out without much effort, but the last thing you want in a story is for one of the characters to say, without irony, "That was incredibly easy! It's a good thing we didn't do that the hard way." Equally, obsessing over an unrequited love for years on end make for a good story (eg Great Expectations) but is not a good way to live. Shakespeare had Romeo say something to this effect when he said: "all these woes shall serve for sweet discourses in our time to come"(III.v.52-3). Of course, Romeo's woes didn't serve as a good story for him since he didn't make it, but for us they do. I try to use this thought as comfort in trying times. Now, the question of why it is that we love to read stories about unfortunate events, is another question.
Better to read and tell stories