I just want to be a 19th-century German philosopher living in a homogeneous, boring village where I can look out of the window and think for a pittance. No office, no uncomfortable suit, no commute into the city, no trouble in town, nothing. Just a peaceful place untainted by world war and modern-day politics.
Realistically, my life now is so much more comfortable (I wouldn't have /late/ in my fantasy world ; _ ;) but the proverb truthfully says that the grass is always greener on the other side. Humans have always dreamed of new places to go, new things to do and escaping from their current environment. It's why we explored every corner of the planet. It's why we emigrate and immigrate so much. It's why myth and legend are so integral to our culture.
It's what we're obsessed with: where we came from and where we could go. Whether your culture believes in the Ancestral Egg, or a snake making rivers in the soil as he slithered, or a God making everything in six days, there is always a story of creation to tell. Whether you enjoy verbal depictions of Heaven or Nirvana, there is always someplace to dream about and strive to arrive at.
The feeling of tiredness with your current environs is universal. If we didn't have it, we'd be slaves to the present, always mired in whatever was going wrong or whatever there was to be pessimistic about. At least in our fantasy worlds, there is only optimism and good.