How does David feel about leaving the place where he grew up?

When Mr. Campbell first arrives to accompany David on a portion of his journey, he asks David if he was sorry to leave his home. David's response leads us to believe that if he knew where he was going and what was going to happen, he'd be a little less ill at ease. He mentions being happy and contented at home, but he never once says that he doesn't want to go. In fact, later in the chapter, David is anxious, a bit excited to be leaving the country, and feeling a bit ungrateful.

"Why, sir," said I, "if I knew where I was going, or what was likely to become of me, I would tell you candidly. Essendean is a good place indeed, and I have been very happy there; but then I have never been anywhere else. My father and mother, since they are both dead, I shall be no nearer to in Essendean than in the Kingdom of Hungary, and, to speak truth, if I thought I had a chance to better myself where I was going I would go with a good will."