Outside of my full time job, I've hiked a cumulative of a couple hundred miles all by my self in the last year. It's been somewhat of a "vision quest," a test of my own strength and a mission to learn who I am and be comfortable in my own skin. Most of my friends and family have grown tired of trying to talk me out of doing it so much, but I still get the question: "Why? Why do you do that?"
The biggest reason is clear to me: more often than not, there will be nobody who understands your goals like you do. There will be no one to help you get there... but you shouldn't wait around for help from others to take action and make it happen for yourself. Your future is in your hands.
Failure and hardship can happen to you anywhere, any time, in any way--so you might as well go big with your effort. Live the way you want to while you can. Live in a way that won't allow you to look back down the road and regret all the things you didn't do. The possibilities are... endless.
Walking alone through a quiet, wild forest for miles toward your destination, there is a feeling of vulnerability which comes with a reminder that all you have to rely on is yourself and the tools and resources you brought along. You are truly "one" with nature.
Do I still get scared out there? Yes. Surprises await me around every corner. The possibility of getting lost or injured never goes away. There is always the possibility that other things, living or not, will stand in my way. Stand up to this, and you will feel proud at what you can do... and with great reason.
Remove all of this from the context of hiking and apply it to the dreams you're chasing. It still applies. It's okay to fall down; it's okay to be afraid. But if you arm yourself with a few proper tools and take one more brave step of faith in the grand scheme of achieving your goals, you will be amazed what you can do--even, and especially if you have to roll up your sleeves and find the way yourself.