A walk on the Moon?

I wonder sometimes what it would be like to be in space, away from the earth. What would it be like to be on the moon? Maybe even another planet in another solar system. Much like in the realm of science fiction that so many brilliant writers have created in so many books.
Would it really be unreal? Would it really be "out of this world"? Or would it be like going to Detroit? I have never been to Mars, but then I have never been to Detroit either.
Does Detroit have a magical quality to it that needs to be experienced by being there? Most probably not. Does Mars have it then? Most probably only in my mind!
What is it that makes us get the thrill of being in an alien place? Would we act any differently there? Would we think any differently there? Is that what it is really about?
I never really wanted to walk on the Moon or on Mars, or indeed on any planet/place anywhere else. But what does bother me a lot, is that I'll most probably never be able to. I much rather have a choice and decide to stay where I am, than know that I didn't have a choice even though I would have chosen what I have anyway.