I think that there are at least a few different ways in which the speaker tries to comfort himself after he is confronted by a raven that can talk to him.
First, he thinks to himself that the raven will just go away and leave him alone. He thinks that if he just waits, it will leave. We can see that when he says
Till I scarcely more than muttered `Other friends have flown before -
On the morrow he will leave me, as my hopes have flown before.'
Of course, the bird says "nevermore" and that hope is dashed.
So then the speaker thinks instead that "nevermore" is just some word that the bird has picked up from someone who owned it. He thinks this is the only word the bird knows.
`Doubtless,' said I, `what it utters is its only stock and store
But he doesn't believe this either and so then he starts to think that maybe the bird can reassure him about death and the afterlife. That is why he asks if there is a balm in Gilead.
This poem begins with sorrow, then moves into fright and terror as the late night visitor freaks out the nearly napping narrator. Think about that time between sleep and wakefulness when you aren't exactly sure what's going on. When you hear a noise or see something, your mind stirs in wonder about what just happened.
By about the seventh and eighth stanzas, we begin to hear comforting language about the events occuring in the house. He finds himself studying this bird that just sits there. He notes it turned his "sad fancy into smiling." As he continued he uses words like marvelled and blessed.
Finally, he combines comfort with a pensive attitude in the verse:
But the raven still beguiling all my soul into smiling, Straight I wheeled a cushioned seat in front of bird and bust and door; Then upon the velvet sinking, I betook myself to linking, Fancy unto fancy, think what this ominous bird of yore... meant in croaking 'Nevermore.'
We can tell he is in a comfy chair, just sitting and wondering what this bird meant by the phrase he keeps uttering: nevermore. He seems to enjoy the wonder of pressing his mind to come to a conclusion about this. There is indeed something wonderful in moving to the answer, the journey toward the answer, but not the answer itself. This is the moment of confusion it seems to me that he finds himself comfortable in.