It will be important to make friends quickly.

I've seen too many people who want to "start over" by moving, then crash and burn because they don't have any realistic plans or contingencies (which can include money - moving is expensive, especially if you don't have a job).

I moved to San Francisco about 5 years ago. I can tell you, it was all WORTH IT! I'm still amazed by the city and the life around me. 5 years later it still impresses me. I feel like I'm living in a movie, and I'm a main character in a movie! I became a better version of myself. I can't imagine being myself if I'd stay back in my country.

p.s. those are my feelings. Obviously life around me is not ideal. There is no such place as ideal, but it works for me despite many-many-many problems that I have in my life right now.

I've also moved internally within Japan multiple times each time for better job prospects and those have also turned out well.

The one thing that hasn't changed much is myself. I'm not a social person and take time to get used to people. Particularly, I don't enjoy alcohol and thus do not frequent the local drinking holes. That has definitely had an effect on my social circle.

I have only one advice for you, if you're expecting change, you have to be prepared to change yourself too.

I had no friends there and was bored so I started dating* and doing sports. I was lonely and miserable for a while until I met my wife. From this time my life started making more sense.

The change of scenery helped. Had I stayed I would probably still be single and complaining about not meeting anyone interesting.

* The dating itself was a miserable failure, but I met a woman offline by chance who didn't do online dating.