No, I don't think you should run away. The only reason to do it, imo, is if you are suffering abuse or something like that. And I also think that you will have a much greater chance of 'succeeding' if you have a secure set up at home. I know there is the romantic image of Dick Whittington types and American immigrants building up a fortune from having slept on the streets, with 3 dollars in their pocket, but that is mostly just an image.