I've always done this a bit myself. Also, never really had the means to follow thru. I have recurring dreams in which I'm traveling, finding shelter, constructing shelter, etc.
At this point in my life, I've managed to let go of my addictions, am free of negative relationships, and recently retired. I could, conceivably, be free to now do some exploring, traveling. I use the responsibility of my pets to keep me tied down. I think it's a mental thing, in that I don't really want to ramble, don't know how I'd do it, and would rather just resort to the "escapist" thinking rather than actual doing it.!?