I agree with you but it also depends on the particular person and their background also. For example I did a "startup" and succeeded right out of college. But I had always done business things on the side. And I came from a business family. So it was second nature to me when it came time to start something and I had plenty of confidence and it was encouraged by my family (not directly "go do it" but by the lack of negativity.) Had I come from a family of, say, educators or scientists, I don't think it would be the same. Unless of course there was some external reason they were supportive (reading about it or knowing another child of a friend that succeeded or other evidence). Only one example of course but I remember at the time my gf's mother cringing at what I told her I was going to do (after graduating from Wharton no less).

If you've traveled the world (I haven't) you are definitely going to feel more comfortable picking up and just going to another foreign city. You feel confident about that even if you, in general, lack confidence. I'm sure I would have more anxiety than you would even with my confidence that might cause me not to take that journey.

I do agree with the "told don't do a startup" and listening most likely don't have the personality to overcome many of the obstacles that are involved.