It is simple. Test your conventions, validate your theories. Unless you do it, how would you know you were right or not. But, we keep our desires and wishes under the carpet, thinking about thousand different things, re-thinking a few more thousand never-to-occur scenarios. And, that's when we let go of things we ought to have tried at the first instance.
Years later, as we sit and analyse our lives, we go through certain memories and realise that those could have been different if we had the courage to take a different path. But, at that time it seemed too daunting or too unconventional to take the leap.
My motto in life is 'never live in regret'. So, whether it was jumping off the cliff from 1000 feet for paragliding or leaving a job on a day's notice or leaving home to be on my own, I have done it all. I am the sum total of my own decisions, and good or bad, I don't regret any of them, including telling a guy how I felt for him! Actually, two guys. That story is worth more posts :)