Intelligent decision support should allow integrating human knowledge with efficient algorithms for making interpretable and useful recommendations on real world decision problems. Attitudes and preferences articulate and come together under a decision process that should be explicitly modeled for understanding and solving the inherent conflict of decision making. Here, risk attitudes are represented by means of fuzzy-linguistic structures, and an interactive methodology is proposed for learning preferences from a group of decision makers (DMs). The methodology is built on a multi-criteria framework allowing imprecise observations/measurements, where DMs reveal their attitudes in linguistic form and receive from the system their associated type, characterized by a preference order of the alternatives, together with the amount of consensus and dissention existing among the group. Following on the system's feedback, DMs can negotiate on a common attitude while searching for a satisfactory decision.