Which is very difficult to do. Even if you ignore that doing so often means leaving behind your home, friends, family, culture, job, etc. to go to somewhere unfamiliar. Most countries, especially the countries that you would want to move to, don't just let you in because you want to. You probably need to have a job lined up, there may be a lottery, it will almost certainly be expensive, etc. And if you are in certain authoritative regimes, you don't just have to worry about another country letting you in, your home country might not let you out.
