Given we're able to pick nonexisting areas, I'll say I'd love to be in the Star Wars universe simply because it's one of, if not the, most fleshed-out universes made by a human mind in a science-fiction setting. Obviously I only like the sound of this because we have our current life to compare it to.
That aside, in terms of realistic places to go, I'd love to explore the Hang Son Doong caves, which are the world's largest, and explore those with a group of people. Or go to the ISS and work towards the betterment of humanity, for a long-term place to be.