Why do people search for an escape? Is it compensation for something else?

For all of my life, I've always compensated for my inner craving to be somewhere else (I'm not depressed, just saying). No, I definitely don't want to kill myself, but I was just wondering if all people went through the same thing and why.

When I was about five, I had a dream that I was in my backyard, and I was standing in front of a tall fence. I was small, so the size of the fence was exaggerated in the dream. I climbed to the top of my swing set to try to see what was on the other side, but was not tall enough. Instead, I looked between the crevices of the wood, and saw such a beautiful place that I felt like I new so well. I felt these feelings of sadness and rejection because I could never get to the other side.

I am very happy with my life, but I have always known there was something outside of this earth I craved heavily. I am just wondering, have any of you experienced this, or is it just me?