If you are dreaming about going abroad, then this usually means that you ache for a change in lifestyle. This might be a perceivable goal, something that you can actually accomplish, but are having a hard time getting started on. For example, you might want to be the kind of person that exercises more, but are having trouble fitting exercise into your daily schedule. This can be tough to implement, but once you start having dreams about it, it means that the idea of exercise possesses you so greatly that you even subconsciously fantasize about it. When you have this much inner drive you do not want to squander it. You do not want to let these dreams go, or simply forget about them, you want to accomplish what you set out to do. If you are dreaming of it, then accomplishing your goal is clearly important to you and should not be so easily ignored. Try even harder than you have been.
A slight variation on that definition would be if you literally wanted to change places in your life, as in to move. Wherever you move in your dream may be a fine destination for you, but as for the real life implications of this specific destination, no matter what the destination is it means is that you need new surroundings. You do not need to move to a new country like your dream suggests, but maybe a new neighborhood would suit you better. If you have been having latent desires to move in the past, then these may be catching up with you. When you are dreaming about going abroad, you are really telling yourself that you need a change of scenery.
Another meaning that this kind of dream might have is more related to religion, or at least more spiritually based. It is common for a foreigner to think that a certain destination is akin to an enlightened feeling. You feel like you would be much more understood and be able to truly do some soul searching if you were in a completely new place. Though all of the places in the world have been explored already, putting yourself in a new environment reminds you just how in control of your own destiny you really are, and it is sometimes this feeling that man needs in order to feel relevant again.
If you feel like you are not in control of your own destiny, or that you need to reach some kind of awakening that hasn't occurred for you yet, then this may be a sign that you will begin to have dreams about going abroad in the future. A new country shows new surroundings and a chance at reinvention. This is what you truly desire when you begin to dream of being in a new country. Alternatively for a more grounded approach, if you do plan on going abroad soon, then a dream about it might just be a reference back to the fact that you will be going somewhere new soon.