Yes, “X is true because it feels good to believe so” is not a rational basis for belief.

Most people act rationally and irrationally. So you can hold an irrational belief, i.e. that your religion is the One True Religion, and then take rational actions like going to church based on that irrational belief.

Not if those activities end up causing harm to yourself or others.

e.g. drugs can make you feel good, but is it rational to keep taking them until you are addicted?