I mean there’s a lot of wilderness and open space in the US. No one is stopping you from going out there and starting from scratch. Go ahead and do it

There’s the tiny problem of me not being American though.

Yeah. Dunno about elsewhere but while you can totally set up camp and do whatever, the local government here in Sweden will come with machinery and tear it down if you don’t have sufficient permits or own the land.

Hell even if you own the land there may be codes preventing you from setting up shelter without the right permits.