Yep, I've done it, without going there before, ready to do it it again !
I grew tired of CT while in High School, saved up for the move ( made great money while 14-18, like as much as a HS teacher). This was circa 1982 ( graduation year).
No internet, back then, so research was much harder. I thought Calif. was the place to be, originally targeted SF, but changed it to SD, further decided on Oceanside,Ca, as a goal.... wound up very close in Vista,Ca., and surrounding areas for 5 or so years, developed a pattern of often going to Vegas on weekends, so got to know Vegas a bit.
I had to leave Ca. ( fled some minor misdemeanor charges, gone now), went to Colorado for a few years, not knowing too much of it, but had been there before, have a brother there, stayed a few years.... then Vegas for a long stretch, left on my own terms, to care for an aging mother, back home !
Stuck back in Ct., for 13+ years now ( Mom died years ago). I'm ready to go somewhere else. No reason to stay here much longer !