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Some guy from Wyoming here. Come on by. Make some friends. Keep whatever spice you have in your life in it, if you can. There isn't much to do, after all. Enjoy the outdoors. Take up a hobby you can do in the outdoors. Hiking, camping, etc can be the most fun you have here, especially with friends. I reiterate, make friends. This place is lonely without a few good people to keep close. Please don't ask me about the lottery, I'm sick of selling it. Pack warm clothes. The state isn't cold all on it's own, but the wind gets really harsh and can drive the temperatures down low. Buy a gun or two, they're fun to shoot. Don't worry about restrictions, just shoot on blm and not the land of whatever rich Mormons rule your town of choice. Seriously, make friends. You don't want to be alone here. Prepare to stay a while if you move here.
It really is a nice place though, all cynical joking aside. Enjoy yourself.