I moved out when I was 19 and very much enjoyed having my own space and everthing. Maybe you´ll have to get used a little to the situation of being independent, depends on your experience. Basically I think it´s a good thing, and it´s nice to buy your own stuff, furniture etc; I was living without a sofa or TV for a couple of years, all of that comes with time. Keep up a good contact to your relatives, also if its annoying to live with them right now; you will need them, sometimes it´s not funny being all on your own, f.e. when you´re ill - then you can count on their support, like they can count on yours.
Leave when you think you´re ready.