Would I follow my dream? An emphatic YES! And I have...
My question to you is - what are you afraid of? I'm not being glib, it's a valid question. What is holding you back?
What is the fear that is making you look for support/permission to do what you want? Because it's a little unconventional? Because you might have a hard time explaining your actions, your priorities to others?
that!
One of my favorite movies is "Out of Africa". Robert Redford has a scene where he's trying to describe why he does what he does, and he says, " I don't want to get to the end of my life and find that I've lived someone else's idea of what my life should be." (or something like that) So...... what do you want to look back on when you get to the end of your life?
I like the idea someone posted about taking a vacation there first. Check out the area. Research the laws. Scope out the housing and job markets. Are the locals friendly and outgoing? Would you feel comfortable there? How's the weather compared to where you are now? Are there other hazards you hadn't considered? Poisonus snakes, nasty bugs, high humidity, hurricanes, floods, wildfires, etc.. etc.
Not that you shouldn't do it if any of these conditions are less than ideal, just that you should know what it's really like before making that big of a commitment. (Oh, yeah - how about taxes, cost of living, and crime rate?) Alot of this information you can find on the web, but there's really no substitute for going there.
One of the things I did to 'follow my dreams' was to go to a prestigious college and get a degree in my early 40's. Not exactly typical, but it was important to me, even tho' when I started that adventure, I had no idea how I was going to make it work. I just took it one step at a time, and everything fell into place. That helped convince me I was on the right track. Not that it was easy. During my 4 years in college- my only daughter left home; my Dad came down with cancer, and after a year of home care - died; my marriage fell apart; and I got divorced. Any one of these things might've been enough to derail me, but I held firm to my dream while the credit card debt piled up and my house almost went into foreclosure because my ex decided to just stop making the payments and not tell me. But I managed to graduate a five year program in four years, with a double major, and with honors.

Now I'm the proud owner of a degree in ~drumroll, please~ Fine Art! (Or I wil be in three more years when I get my student loans paid off!) How's that for a sensible, marketable skill?!! Not!
I was the second-oldest student at my school, and I wouldn't trade my experiences there for anything. There were plenty of reasons not to do it, but I would've regretted not going for the rest of my life. BUT, I did have plenty of opportunities to face my fears along the way!
SO, sorry for the long post, but what I really wanted to say is don't let your fears hold you back!
Good Luck with your decision, and with your adventure -
Kilika