It isn't just about leaving a small town as it is about leaving that town for Las Vegas. I see this song as an inner monologue the protagonist is having with both his subconscious and with Las Vegas as a dangerous but very compelling seductress that is calling to him. The protagonist shares his hopes, dreams and fears and then Vegas provides encouraging answer but also states cryptically "Can yo read my mind"? as a way of saying there are some things he needs to figure out that she isn't going to tell him.
