There's very few people who are decent and / or successful who haven't had some seriously hard knocks involved in shaping who they are.

Edit for anecdote: I was a mid 20's guy with an average job and bad investments that put me close to 3/4 million in debt just before the crash. A lot of pain, panic and off the cuff decisions to save my own ass, but hell, was one of the best things to ever happen to me in hindsight.

The idea isn't to do everything alone. The idea behind the walkabout is indeed to find yourself -- and when you return, you are accepted into society as a member. It's a coming of age ritual, and finding yourself is one of those things that only you can do.

My sensei once told me that he could show me the road, but I had to walk it myself. I didn't get as far down the road of enlightenment (google Okinawa Kodokan if you want context) as I did without help, but I did walk the road myself.