The fact that your happiness can be so closely tied (had to physically stop myself from typing "correlated") to another person's.
Puzzling? Somewhat, because it's an additional element that never used to exist, but now that it does, it's set its roots curling so, so deep into you, that it leaves such an emptiness when it is gone--but where did that emptiness come from?
Scary? Often, because you sometimes lose a bit of yourself, a bit of your independence, a bit of your strength and your sharp edges and your spunk.
Worth it? There is no question to me. Yes. But of course.