Okay, I read this story once (or heck, I could have heard someone tell it on a tv show), and I can't recall where or what it's called. I'm afraid it's terrifyingly well-known, and I'm going to sound like an idiot, but that may only be because I think of the Prodigal Son when I think of it, even though it's different.
Essentially there are two brothers. They get their inheritances. One brother stays home and I think he marries and has kids and has the normal life and all, I think. The other sets out to see the world. He becomes rich, and maybe famous and maybe even royalty (I just can't remember) and has this exciting life. Things take a bad turn, and he loses all his money and is fleeing for his life. He goes home to his brother and tells his brother all that he's done. And his brother is like "don't you wish you stayed home?" and he's like "don't you wish you'd gone?" And I just thought it was so cool. I mean, that different people find happiness in different kind of lives seemed the message to me, and I liked that.
Hope I'm not misremembering too badly.