My mom and I both left the province when I went to university, but I'm now living with family friends who don't make me pay rent so it's the same thing really, and I'm 23. It's not exactly rare, and for a lot of people it's smarter to get as many other things as possible stable before they run out into the world. Occasionally people who have been more fortunate or more focused are going to get high and mighty about it, but honestly what works for them doesn't work for everyone. My mom moved out when she was 17, and spent years barely surviving, but she's always been a lot tougher than me.
Still, if I can make a couple of suggestions (as someone who's planning to move out in may, since I finally found a service industry job, partly due to a great interview and largely due to help from a friend), it's this: prepare properly. Don't move out with no savings, find out who you can count on support from if things go wrong, move in with other people if possible (it's safer, better for you socially, and cheaper to have roommates you trust than to have a whole apartment to yourself), and be employed before you go anywhere. For one thing, no landlord will take you if you don't have a job, unless you're a full-time student and even then it's iffy. Poverty is self-sustaining. If you have no savings, the first big unexpected cost is going to drop you into debt and that's a hole you don't want to fall into. living with the family may be annoying and demoralizing (though seriously, in this economy people who think someone's a failure because they haven't moved out at 20 need to shut the hell up) but it's better than having to live off handouts or come crawling back because you couldn't pay rent. Pride and frustration are not good enough reasons to make rash financial decisions.
(edit: sorry, repost due to internet weirdness)