Imagine you could hook yourself up to a machine which allows you to enter a realm which you have previously programed youself. You could be anything. A mage, rockstar, movie star, Son Goku. Whatever. Everything, absolutely everything would be possible.
Your real self would be kept alive by the machine itself. Your real body wouldn't feel pain, never get sick and the only way of dying would be due to old age. On the one hand, nobody could ever enter your dream as it's a closed system, but on the other hand, you would be forced to break every communication with the "real world".
Waking up would be impossible. Once you have entered the dream, you cannot escape anymore and you lose all knowlegde about the outer world. You would not be aware of the fact that this is only a dream. This way, you would feel no sorrow for leaving all your friends and family behind.
But again, within the dream your possibilities are unlimitied. Everything you programed beforehand is a rule that will be obeyed. (ofc, for the sake of simpleness, a lot of things are pre-programed...)
Well, to be 100% honest... I would do it. The benefits of such a new life are just too great and if I look into my own future, I don't think that I will be able to do 100% of the stuff I've always wanted to do. Enter space? Nope. Be able to fly freely? Nope. Be the wealthiest person alive? Nope. Have some important influence on the daily life of others worldwide? Nope. Have Megan Fox as your wife? Nope.
Too bad such a machine will not be invented in my lifetime... I should go and plant a lemon tree