Thoughts on moving out

So recently I've been kind of hating big parts of where I am in life, most of all where I live. I am still living with my family, and while they are all good people, our place isn't the biggest so there isn't too much privacy most of the day. So over the years I have basically started to quietly resent everyone in this house, which got exacerbated over the quarantine (and even much more when we were all stuck at home for 14 days when we got the corona and were in isolation).

I've been thinking that basically the only way to make sure I don't go fully insane is to finally move out. Also, I don't really want to admit it to myself, but I am not very independent, and I feel like I really need to change that. This year I will be finishing my Bachelor's degree, so that seems like the perfect time I would like to aim for. The problem is that after I am done with the degree I want to continue by doing a Masters in the same place. The obvious easy solution is to just rent some place with roommates I'd have to find, which is probably what I'll try to do.

But I have also been engaging in a lot of fantasizing - escapist thoughts involving doing my Masters in a different country. I was already thinking about this a bit before starting my Bachelor's degree, but I ultimately decided not to, which might have been a good call as I was definitely even more of a baby back then. But now, as I have another opportunity I have again been thinking about this a lot.

I am from the EU, so I could study in any other EU country for free. Mostly I've been thinking about Finland, or other Scandinavian countries (maybe kind of cliche?). It would definitely be really hard though, and I am not sure am I strong enough to do this. As I said I am kind of a not very independent wuss, so I am kind of scared if I could survive by myself in a different country with basically no one I could fall back on. Finding a place to live would also probably be quite hard and I would very likely need to find a part time job there, because even though I spent almost 2 years saving up money at a part time job, the countries I am looking at are more expensive than mine so my savings wouldn't most likely be enough. Hopefully there would be some student dormitories available that would be quite cheap? I don't really care too much about how prestigious my university is, but it could also be nice that I could choose a better rated one somewhere.

I hope I wouldn't lose my current best friends. I probably have some very overblown expectations about this though. I always dream how I would meet some new cool friends, maybe even find a relationship. I am quite an anxious person, especially socially anxious which I'd also hope I would have to overcome a bit. But I probably wouldn't magically become more extroverted, and less anxious. I might even just be unable to make any friends there, but I'd hope that I would be kind of forced to make some and get out of my shell so to speak. Suddenly having to do everything by myself, while having a job, in a foreign country might be too much though.

Also another random thing that I would like about this is I would kind of like to change my name at the same time and I am fantasizing that it would work out nicely. I don't dislike my name too much, but I feel like I would like a different one much more, and that it would kind of help me become myself more or something? I don't really want to change my name legally, I am more thinking that I would just start telling people that my name is <name I like more>, so it would kind of be more like a nickname. Yeah, writing that out I should probably try telling some friends to just start calling me by the name, even though I feel like they would just be like why and cringe a bit.

I know I am probably fantasizing about studying abroad too much, and that it wouldn't be that great, studying abroad most likely wouldn't help me find a relationship or anything, but I'd think it would definitely force me to become more independent. I feel like I am once again coming up on quite a big decision in my life and I am still not really sure how to proceed. Did anyone here study abroad, for the whole degree, or even as an exchange student - Erasmus or similar stuff? Any other thoughts would be appreciated too. Thank you for reading, I hope my writing isn't too much of a messy stream of thoughts.

Edit: Thanks to everyone for your responses, you are all so nice, uplifting and motivating <3. I will definitely be seriously researching much more about studying abroad, and while I can't guarantee I'll go forward with this plan, I'll try working towards it for now. I still have almost 2 months to decide, and if I decide to go ahead with it, it would still be at least a year away. But I promise to you guys, that I will at least move out of my parents house for my sanity, one way or another.