Is it better to have loved and lost, than never have loved at all?

You can blame Tennyson for that one.

Altgough it's probably an awesome feeling, that stuff can mess you up really bad. So I'd say better to never have experienced it, if it's bound to be lost.

Does knowing bring about more comfort than ignorance?
Do you even seek comfort in the first place?
I believe this depends on the individual's preference..

Gotta try,in spite of potential consequences

Yes, if you’re not lonely

Ask Captain Picard.