LDS doctrine states that we existed before this life and that we were taught the Gospel and accepted it (source), and so the missionaries aren't teaching people new doctrine, but just reminding them of things they already know are true. For example, when we are taught that we chose to come to Earth at this time and that we accepted Jesus Christ's plan, it will ring a bell somewhere deep inside of us. We will have a confirmation in our feelings that that is correct.
I have felt similarly about some Church doctrines. For example, I feel wonderful about charity, family being the most central unit in God's plan, forgiveness, selflessness, praying for your enemies, the importance of humility, etc. I do believe that such things are godly.
But this raises a question in my mind. If plurality of wives was also an eternal principle that we knew before this life on Earth, why do I not say to myself, "Oh yeah! Lots of wives! That makes so much sense!"? Why instead does it cause so much dissonance regarding my knowledge and feelings about God? Why does it just feel wrong, no matter what I do to try and feel okay about it? Isn't confusion a sign that such a thing is not godly (D&C 132:8; D&C 9:8-9)?
LDS doctrine states that we will know the truth because the spirit will tell us in our hearts and in our minds (D&C 8:2). So doesn't it mean that polygamy is not good and true and pure if it makes no sense in my mind and I cannot bring myself to feel good about it? Shouldn't the truth be almost instinctual? Should faith overpower conscience, or is conscience a beginning ground for faith?