Tammy Abraham joined the growing list to take that plunge as he embarked on a new challenge in Roma, and it's proved to be an inspired decision.
The striker has settled in well in Italy's capital after £34million transfer from Chelsea, scoring 23 goals in his debut season for his new club, including a brace in a 3-0 win over Roma's fierce rivals Lazio.
However, Abraham admits he needed convincing to up sticks and try life in Serie A.
Asked if Jose Mourinho being his manager got him to join Roma, Abraham told talkSPORT: "It [Mourinho] was a factor involved, yes.
"As a young English lad I wanted to stay in England. Rome came along and Atalanta and many different teams around the world, I was telling myself I wanted to stay in the Premier League and that I had something to prove.
"But my dad, parents and agent sat me down and said 'you scored goals at Chelsea, Swansea and Bristol City, go and test the waters, go and experience life abroad.' When they were speaking it kind of dawned on me that not many players can say they've gone out in Italy, to Serie A and a team like Rome.
"I never back down from a challenge so when this challenge came along I thought as I'm still young this is the best time for me to go and do it."
Abraham produced heroics in the Derby della Capitale, which will make him a Roma hero for life in the eyes of some fans, but Mourinho demanded more from the player after the match.
Some players may have felt a bit put out by those comments. It's clear Abraham is very happy with who he's working under and revealed he experienced the Portuguese's tough methods as a youngster at Chelsea too.
He added: "You know Mourinho's a character that we all know.
"There's a reason why I call him the best manager in the world. He knows how to drive you, he knows how to get under your skin and he knows how to make you feel like a very special player at times.
"He'll never tell you but I always want to do my best for him. He pushes me to do my best.
"When I feel like I've done enough he tells me I have to do more.
"I experienced him when I was at Chelsea as a kid, I went to train with the first-team and he was always hard on me, he was always pushing me to better myself - I felt like when I did something right he'd tell me to do it better.
"That's exactly what I needed, that push and that drive, especially after the difficult season I had at Chelsea where I wasn't playing and getting much game time.
"To come here and have a manager like Mourinho to coach you, to believe in you only gives you more confidence."
There's still plenty for Abraham and Roma to play for this season with qualification for next season's Champions League not out of the questions, while they're one of the favourites to win the inaugural Europa Conference League.
However, Abraham will have one eye on later in the year as he looks to make it in the England squad for the World Cup in Qatar, which commences in November.
The 24-year-old revealed he received a message of congratulations from Three Lions boss Gareth Southgate after his two goals against Lazio, and also admitted that like talkSPORT host Darren Bent did as a player, he's keeping a constant eye on how other English strikers are doing this term.
On Southgate, Abraham said: "He sent me a message prior to the international break. I think he watched my Lazio game, he was telling me loved the way I played, loved how passionate I was and I need to carry on that mentality and hunger.
"It's nice to know you're being acknowledged even when playing away from England."
And when asked by Bent if he compared himself to other English strikers, Abraham added: "Of course!
"It's just a striker's instinct. When you score or don't score you're always checking if another striker scores.
"I even do it in Serie A. If I don't score one game I'm checking to see who the top goalscorer is.
"These are the kind of things that drive you as a striker. You like to see other players, especially the English strikers doing well. Harry Kane's picked up some form and is scoring goals, Dominic Calvert-Lewin is back playing, Ollie Watkins is doing well.
"It's inspiring to see other players doing well because it pushes you to do even better. That's the mentality I have.
"My competition is myself. If I don't score one game and I don't play well then I can't sleep at night, you can ask me missus… and if I miss a chance but score I'm still angry because I want to score more."
And looking a bit further, what does the future hold for Abraham?
Many will feel it's his destiny to make a return to Stamford Bridge, however, the likes of Manchester United and Manchester City have recently been linked with him.
Abraham insists he's just fully focused on keeping up the good work at Roma, although he didn't rule out a return to the Premier League.
He said: "When I see reports linking me with other clubs it makes me feel good, it makes you feel like you're doing something right. It's a nice feeling seeing your name all over newspapers.
"But for me it's about focusing on doing my business here. I can keep getting linked with many clubs but who knows what the future holds?
"Of course I grew up in England, I'm a London boy. So maybe one day I'll be back in the Premier League to make noise there.
"But for me right now it's about focusing on Rome, on doing the best I can and hopefully winning these guys a trophy which they haven't done in many years."