On my profile are two links of the same site, My Noise. Whenever I feel stressed which was earlier, I go to this site and choose 'Rain Noise', but trim the sound levels (see attachment) so there is a distant, but non-threatening sound of thunder. Then I 'Save in URL' for next time.
These noise generated sounds can be extra helpful for those with distressing tinnatus, or anxiety and depression because after a while, white noise is overridden in our brains so we aren't aware of it anymore. We begin feeling better because our worries and things that get us down literally melt away with the help of noise generated natural sounds.
A real life sound I find comforting is logs burning. Or being on the seashore when the tide is coming in.
What sounds do you find comforting?