I quit my job as a production artist from a t-shirt screen printing factory back home in Dayton, NJ. I put in my two-weeks notice after I took an internship in NYC for a small Flash-games company. Upon telling my art director where I was going, and that I was quitting, she looked me in the eye, dead serious and said, "That's crazy. You won't make it. You're just going to struggle. There's no way you can make it in New York City." That internship led to me learning Flash animation, which got me hired full-time, and then I was flown out to San Francisco for an even better games job.
I haven't regretted my decision since.