It's always better to do something and decide it's not for you, than to not do it and regret it.

The two most important things in your post are "single" and "no kids". For me, that makes it a bit of a no brainer. You're at an age where, in 5 or so years, you'll probably want to settle down, so nows your opportunity to get outside your comfort zone. As others have said, the worst case scenario is you just come back. But if you stick it out I guarantee you'll learn a few things about yourself.

I left Wales when I was 22 and as much as I love it, I come back and I see the same people in the same places doing the same things as when I left.

It sounds like a sensible career move, too. I think you'd be mad not to do it.