Can You Help Me Run Away?

I'm 19 years old. Not in any legal trouble. My life has become impossible. I've been speaking to crisis lines nightly for the past few weeks. I have about $300 to start with. I can't bring my car so I would have to go by train. (I'm close to a major station). What do I do? What do I bring?

Edit: I'm not running away from my parents, I'm running away from my life.