Avalon is that one great place that you, or your parents, or your parents' parents left a long time ago, so long that the memory has grown a bit dim. Maybe you never even saw the place, just heard about it on your Grandpa's knee. You may know it as "back home", or "the Old Country", or any number of other things.
In Avalon, things were always just a little bit cooler. You knew who you were and where you stood. You belonged there. Sure, there might have been some bad stuff that happened, but it didn't seriously bother you. Nothing did. Whatever happened there, you always managed to live, and you were happy.
But you had to go, and the bitch of it is that you can't ever go back there, except in your memory, except in your dreams. Something changed. Maybe it was you, maybe it was the place. Maybe it's as simple as being too far away to go back to. Whatever the case, it's gone, and the loss of it hurts, way down deep inside. So you weep a little bit when nobody can see you, and you always say, "Now that was a place worth living in," and you try and be brave about it. Fact remains, it's gone, and you can't go back.