Like most posters have been suggesting, if you want to move to LA it is often recommended that you have a full time job lined up. But nowadays it is pretty difficult, especially if you are a foreigners unless you have a specialty in a field that no one really wants, i.e. quantum analyst
We have one of the best weather conditions in the world and in terms of safety, it depends on where you live. If you live in the suburbs of LA like La Canada, South Pasadena, San Marino, most parts of Pasadena, and etc you will most likely not face any crime. But most foreigners that are new to LA typically move to the West LA/Hollywood area. Now I am not saying those places are dangerous, what i'm implying is that the rent is EXPENSIVE. Owners of those areas know people will pay a premium for a single or double bedroom apartment and I just can't stand the congestion around that area.
California is general is an very expensive place to live. Our taxes are ridiculous, gas is expensive, rent is a expensive, and traffic is brutal depending on where you live. I have a lot of friends in the film industry who are trying to make it as actors and actresses. (Surprisingly a lot of them come from really well known universities) They work 3-5 different jobs just to get by and on top of that they still have student loans to pay off. I really don't know how they do it but they seem to be okay.
If you truly want to make it out to LA I recommend you live in the Inland Empire or the San Bernandino area. The rents are a lot cheaper there but one downside to those areas is that you'll need a car and if you work in the LA area, have fun sitting in traffic on the 10, 60, 210, and the 91.
I don't mean to sound discouraging but I think it's a wonderful idea that you want to come here. I would definitely DO it and see where life takes you. But because you are a foreigner, you would first have to take care of your status. I don't know if it's easy to apply for a work visa, I'm assuming it is quite difficult nowadays unless you have a specialty. But overall SO Cal is a great place to live and we have a lot of great people living here.
EDIT: Oh and someone mentioned school. Yes! I think that is a great suggestion and the easiest one of all. Continue your education in the states. Schools are always looking for diversity! And who knows a company might want to hire you and help you out with your status.
Good luck!