There was this poster I saw once... it said 'You miss 100% of the shots you don't take'. I wish I followed it more often. The point is, it's worth it. If it is something that you want, you can't tell yourself that you're not going to get involved with it because it may hurt you. If you hold yourself back from something you want so dearly, it's going to hurt you anyway. On the 'rational' basis, it's worth it just because of that. Feelings are a strange thing... you may not understand them, but you should embrace them instead of being afraid of them.
If a dream comes true... then is it still a dream?