Should we continue to chase our dreams, despite life's restraints?

Every so often, people are giving up on their dreams because of reality, what society and their own community has "set" for them. We feel restrained, limited from the opportunities that would help achieve our dreams due to these customs - whether its our social lives, expectations from our families, criticism or disapproval from the community around us, it is all heavily impacting on our motivation to chase our dreams. Should we ever just "give up" on our dreams, what we're truly pionate about, from our realities that are constantly holding us back? It's just so painful to yearn for something yet not being able to achieve it, likewise living in empty desire.