Ever felt that you just needed a change?

I feel like it's time for me to pack the bags and move somewhere new and start a fresh new life because I'm ready for new challenges and experiences and where I live tends to hold me back. How could I go about it without feeling like a complete idiot that just pinpoints a place on the map and just go there without any promise of success or even a job to support myself? I've been feeling this way for a while. But how should I start and go about this?