It's all about your motivations. If they are strong enough, you'll make it.
It helps me to make pro-con lists of why I want to make a particular change. Not everything you list will weigh equally in your decision, but it's nice to look at it all at once. You may notice a pattern.
Be careful about "everything" though! A job, relationship, or city isn't "everything," it may just seem that way when you feel overwhelmed or alone. There will be plenty of constants in your life even if you change all three of those things - family, for one. Also, never forget that you are always you and you're always there for yourself.
Have a little faith in your ability to make the right decision and then commit to it.