Is moving to another city to study at university much different to staying in one's home town?Yes, its quite different. Similar to being stranded in the middle of nowhere and figuring out how to get out of that situation.
Well, not that extreme but you are completely on your own, in a new place, with no friends or family. You are exposed to a new culture, different way of learning etc.
Sounds scary but highly recommended. Chose a place that is in a different continent and completely different from what you have been exposed to. In the long run the experience will really broaden your horizons and make you a global citizen.