Nothing wrong with having a bit of adventure. With no attachments and significant reasons to stay where you are now making a move is worth consideration. With that said don't expect it to fix your issues. You can be lonely anywhere so you need to understand moving may not be a solution to your loneliness. Be certain to have you finances in order before you go and ideally it would be good if you are moving into a Job at the new location. If you have to go search for work, It may take a little time and you still need meet all of your basic needs like food, shelter etc. Good Luck!