The notion that people sometimes seek out extremely stimulating situations and activities is most likely to be proposed by a proponent of the theory of motivation.

Arousal Theory of Motivation

People generally experience different levels of motivation in their day-to-day lives. In the Arousal Theory of Motivation, every person is motivated or driven to do things to maintain his/her "optimum" level of "arousal." These are often affected by environmental factors or stimulation. 

When a person's arousal levels are low, such as when they are bored, they tend to seek thrilling or energizing situations (e.g. going for an adventure, a night-out, skydiving, etc.) to elevate their levels of arousal and energize. However, if a person's level of arousal goes too high above the optimum, he/she begins to feel stressed and would then seek relaxing activities such as napping, reading an entertaining book, or maybe watching TV.