I've been thinking about Dorothy lately. Dorothy as in The Wizard of Oz. The girl who's transported from a stretch of Kansas so dull it's filmed in black-and-white, to a Technicolor land of wizards and talking scarecrows and tin men... and who, through her entire adventure in this magical land, never wavers, not even once, from her purpose of getting the hell out of Oz and back to Kansas.
There's something strange about this girl, methinks...
I understand she had good reasons to not linger too long in Oz--she had responsibilities to the farm and her family, particularly Auntie Em. But still, never even one second thought about her obsession with going back to the land of sepia-tone? That's just plain weird.
At the other and of the spectrum you have Futurama hero Philip Fry, who wakes up in the year 3000, looks out the window of the cryogenics lab, and realizes that everyone he's ever known is long dead. After thinking for a few seconds, he high-fives the air and yells, "Whoopee!"
Between these extremes we find a whole genre of fiction, going back at least as far as the Odyssey and most likely farther. The patterns are simple: main character is transported via a Plot Device (a cyclone, a malfunctioning space drive, a rift in the space-time continuum, whatever) to an exotic and different world. Then, he/she either (a) fights and struggles to get back home (whatever "home" may be), or (b) discovers the reason he/she was brought to the exotic world, and carries out a Quest (this often ends with the hero being returned home against his/her will... until the next adventure). Stories succeed or fail on just how believable the characters' responses to landing in Oz (or Barsoom, or the Future, or whatever) are--if the characters are fighting their way home, do they have a good reason to prefer Kansas to Oz? If they've chosen to stay, do I, the reader, agree with the decision to abandon whatever they left behind?
And if they're debating "should I stay or should I go?" do they sing as well as The Clash?