To integrate or Not to integrate

Our world is now more accessible than ever before.

Within hours, one can swiftly move from snowy European streets to the warmth and sandy lanes in Chennai. Yes, of course, it requires money and for me that is usually scarce- however the fact of the matter is it is possible.

As the world gets smaller (and exists without borders in my opinion), it is blatant that we are closer to each other now than ever before.

Naturally we have a cultural effect on each other. I find my happiness
in throwing myself into new things....selfish- I know.
But there is nothing more horrid than being an inactive bystander when there is so much I wish to absorb from a new social environment.

Is there a right or a wrong way in which I could approach this and if so should that be imposed on me?
Can I challenge the new things that I see?
Can I be part of a different society just as the individual that I am?
Does integrating into a new culture imply losing your individuality to conform or adding your individuality to it, thus enriching that culture?

Maybe the world has become too accessible too quickly.