Many people have this experience when they're doing things that they're good at, getting a great sense of challenge that comes from doing something that's just difficult enough to keep them engaged, but not so difficult that they felt discouraged. People also have this experience when they're doing something that's actively fun--not passively watching t.v., but being engaged in enjoyable activities and being stimulated mentally. Psychologists found that this state of being was universal and enjoyable, and decided they should give it a name, and study it.
Learn more about this feeling, known as "flow", and see how to incorporate more flow into your life. You'll be glad you did!