Generally speaking, all of the land has been taken or claimed by countries. After all, it’s a limited resource.
Thus many people who think about building their own nation consider turning to the seas, as one could theoretically live in international waters. But even the biggest of them, Sealand, still has issues and pretty much no population at all.
I would love to go somewhere where you propose, but sadly I don’t think it’s possible in today’s day and age. The best I intend on doing is grabbing as much land as I can and blocking everyone else out.