A quick Google search for "positive affect and cognitive process" will turn up countless scholarly articles and university articles on the subject. In summary: research shows that emotion has the ability to influence cognitive processes like problem solving and attention, among others.
I recently came across new research suggesting that when presenting data visualizations, users put in positive mindsets show improved accuracy in interpreting data. The research shows that when people are in a state of negative affect (fancy psychology speak for emotion), the brain neurotransmitters concentrate on details, whereas when the people are in a state of positive affect, creativity and curiosity are engaged, optimizing the opportunity for learning.
While the study linked above focused on data visualization, I don't think it's a far reach to assume that this same vein of thought might apply to eLearning as well. Perhaps when we want to stimulate learning, we should strive to put our learners in a good mood first. (Hey, it couldn't hurt, right?) In this study's case, participants were put into a state of positive affect by reading a New York Times article about the kindness of strangers.
Let's say you're designing eLearning to demonstrate to new employees how to create the best customer service. You've decided to start out with an anecdote, but you're not sure the best way to approach it. Should you tell a tale of customer service gone wrong that caused the company to lose business? Or should you reminisce about customer service that went above and beyond and left everyone feeling all warm and fuzzy inside? I'm no psychologist, but I'd say you couldn't go wrong with the warm and fuzzies.