Even the nomads traveled as family tribes. It can be hard to be a completely independent nomad. The financial angle can be daunting because to arrive in a new location you will probably have to sign at least a six month lease for an apartment with about three months rent as a deposit. Be careful because if you are unfamiliar with the location, you can be tricked into signing a lease and be trapped into living in a bad area.
Moving to another country can be difficult because of a lack of familiarity with the culture even if the language is the same. Even if you are able to handle extreme isolation, another country may come to feel like a prison.
There are times when relocation is necessary or even an advantage. However, there is often a cost associated with it. You want to make sure that you are taking a cold hard look at things because some have idealized another location to such an extent that when they arrive, the disappointment can be doubled.
There are ways to reinvent yourself without physically relocating to another place. If others have been forceful in wanting you to follow a certain path, you might find that you can create an alternative path. For example, if you tell everyone that you had a problem with alcohol and you have joined AA, you have a basis for making changes in friends and acquaintances and even employment that few would criticize. In a similar way people can understand when someone declares that they are making a major change in their life and you ask that they respect your new direction.