That is the same as saying: For me, it is pleasurable to pursue things I desire, even if it involved immediate physical discomfort, like exercise.

In fact, if you want to replace "pleasure" in my whole argument with "good feeling," that is perfectly fine.

Separately, I think you may be equating "satisfying desires" with "feeling good." They definitely aren't the same. In fact, you want to pick values (=desires) in your life that are going to maximize feeling good when you pursue and achieve them.