why I'm longing to go to live abroad

I would like to create something on my own here in Italy, but I'm not rich...I would need an amount of money to start up. Where could I get it? from a bank? from the state? from winning a lottery?! I think I would need to go to live abroad, find a well-paid job, accumulate some money, learn new things and then maybe I would come back home. I would use my new skills to start a firm. But then I wouldn't have a network in Italy...a firm without a network is dead. In conclusion I had to say, maybe is better going to live abroad and not coming back.