Very nice question. Unfortunately, it's rare to see people honestly trying to understand the perspective of others. From my experience, when it cames to religion, people usually seems to be satisfied in making absurd and false assumptions on others creeds and motivations just to shortly thereafter discard them as nonsense.
I can only tell for myself (a very sinful and ignorant roman catholic): hope, definetely, is among the fellings that religion provides me with. Perhaps it is among the most important ones. Indeed, religion to me is about aiming at a very clear objective: go to Heaven (and that's why hope matters so much). However, in my perspective, religion is not supposed to "fell good" necessarily and it normally doesn't, so "good fellings" are not a crucial issue in my religion at all.
One basic principle that I think is a safe one to understand a religion or religiosity is to look at the works and opinions of some of the most authorised representants of such religion in all times, and not just take for granted what some random contemporary priest/rabi/iman (or even worse, a goofy like me) said or wrote.
If you are interested in the roman catholic perspective, I would sugest you to read written works of great saints about their lifes and feelings. I can think imediately in Saint Augustine and Saint Thérèse of Lisieux, but I'm pretty sure that with almost no research you can find a great number of others examples.
With that said, I think that the Confessions of Augustine should be a good choice for your purposes, since in it he describes in details his own convertion and, therefore, how does it feel to change from a higly educated roman/pagan lascivious genius into one of the greatest christian saints of all times (not to mention that one can always benefit from reading a great literature and philosophy classic like the Confessions).
I wish you good luck in finding your answers and hope this can help you!