What stops you from moving to another state ??

Im a little late to this thread, but for the past couple of years me and the wife have been talking and researching. Our move is a bit more extreme we want move to the US Virgin Islands. Both of our family's are here in MN, but that isnt what is holding us back. The talks are becoming more serious about actually making the leap. I have a friend that is a native of St. Thomas and I've been seriously talking to him about life on the islands. I've been joining message boards for the islands and researching jobs. I think if I had more knowledge in starting my own business I would do really well on my own down there. It sounds like they have trouble getting experienced and reliable HVAC techs. I've been told I would succeed easily with my back ground and would probably get a good base of customers very fast. As for the wifes job she has an accounting background, we have also been told that she could start her own company cleaning up the mess that others left behind. The big thing that is holding us back is the fear of failure. We are scared to give up our secure jobs, sell everything we have, move down there and then not be able to make it, or just overall hate it.
if you guys have never been there before, take a vacation there and see it all first hand.
we all know there are NO guarantees n life. but sometimes just maybe, its better to try and fail than to never try,,, and always wonder "what if"??