It's nothing wrong to start life over if you think it over and are serious. However, please not to do it just because you want to escape reality or something wrong with your current life. From my own experiences, escaping just makes one relieved for a short time, but the problems remain and haunt us so that we can never feel secure and happy. The real solution is to find what is wrong and try to fix it. Family and friends can be big helps, just take it over with them and tell them you need supports. Further, you can look for professional helps from psychiatric or counselor. Believe me, there are a lot of people out there experiencing mental disorders. I also have periods of depression and currently getting helps. 

Just my opinion based on what I perceive from your question, maybe nothing serious for you. Whether you change your life or not, I wish you the best.