I think relocating is worth it even without the great pay, personally. I welcome new experiences and meeting new people and everything that comes with moving around, even if it isn't the easiest thing to do. Really though, the best moves to make are rarely the easiest.
I moved from Oklahoma to Minnesota a couple years ago, 12 hours from my family. Now I live in South Korea, on the opposite side of the planet from them. Now I'm contemplating another move to a different part of the globe. I miss my people, but I think the experience of travelling to new places and putting yourself through all the trials of settling somewhere new are so good for a persons character, especially their confidence, that it's totally worth it.
One thing I've learned about making it easier to find your place in a new place is, like the rest of life, you get what you put in. Most likely you'll have to put in the effort to meet new friends, but the more lines you cast the more fish you catch. Best of luck to you, brother.