Koster has an interesting article on his blog in relation to what fun is with respect to games. Sex comes into the discussion – are we have fun because we are learning, and if so why is sex fun?
http://www.raphkoster.com/2008/10/13/fun-in-class-in-sex/
I tend to be with Koster on this debate. Fun has a lot to do with learning, experiencing new things, and overcoming challenges which are close to your level of ability.