What do you do?

Currently, in my life I'm not sure what my next step should be. Right now I'm working a job I detest and living in a city with no opportunities.  But it's all I've ever known. I've lived here since I was like 3 years old and I've worked this currently job for almost 4 years. All the work I had before this was seasonal. So you can even say it's my first, pseudo, big girl job

Now for some back story. I was raised by two very hard working parents. They worked hard for everything they have and to get where they are. They raised me to work hard, stick it out and do the right thing. (ie, you don't quit one job w/o having another lined up.) That's some of the hardest things to shake if when you try. Trust me.

Back to the current. How do you change your circumstance with a giant leap of faith? I have nothing else lined up. The cities I would like to live in, I don't know anyone that lives there. You can't get an entry level job in these places with out living there. Think about it. Why would they hire a girl who lives in Missouri when they have 100s of people applying with in their own city? So how do you just step back from your current (that you're just merely existing in) and get to an exciting, adventurous, scary, unnerving place that you dream about so that you can truly live?

Obviously, if there was a simple answer I'd be gone and not prophesying on some blog. I would just love to know how people throw caution completely to the wind and live and chase their dreams no matter the consequences. How do you get to that place? How do you have so much faith? So much trust?