I've studied contemporary magic (or magick), call it what you will, and it seems to me that for most people the thrill of it is in creativity of it and learning to understand it. Also, uncharted territory is part of the appeal. In a sense this is the same about learning new subjects. In the case of magick, what you are learning is exciting because it's not generally something people pay attention to. But it can also be a really good feeling to have ideas that know one else has regarding other subjects, like in philosophy or art.