There is something about eating with your hands that just takes the dining experience to a new level.
I'm a firm believer that you eat with all of your senses. Everyone knows you eat with your mouth, and therefore "taste" and some will recognize smell...then there are those who realize we also first experience food with "sight" before "taste". Which is why I'm a love of making food "pretty" or appealing looking. Depending on the food you might experience "hearing" it - the sizzle of a fajita plate, the crackling of a well toasted crème brûlée - but so rarely to we touch our food.
Many of us can remember being told "don't play with your food" or "use your fork" as a child. So unless you grew up with a culture that encourage and expected you to eat with your hands this is a new concept completely.
But let me say it's something to experience. Don't let the saucy-ness of the dishes intimidate you, using bread or rice will help make the transfer of food from plate to mouth less disastrous.