I took the jump almost 3 years ago. sold it all, gave it away to family, and donated the rest.
With two suitcases and eyes wide open, we jumped a plane (3 actually) and relocated down to Mexico.
Yes, there is a learning curve in learning new cultures, new languages, and of course, leaving the old behind.
But not once have we ever regretted leaving. In fact, with COVID striking the planet hard, Massive gun shootings in the USA, Mexico has been a very good safe haven during it all. Do I miss -40 and snow, not one bit.
And for those uneducated, not-in-the-know type of folks, Mexico is NOT like it is portrayed in all the TV movies. Folks here are welcoming and pleasant. The weather is fantastic, and I feel so much better when tanned and with a margarita in hand!

So, yes, leave your worries behind, and go travel!!