You might be able to immigrate TO another country, or you might be able to emigrate FROM your own country. but you certainly can't immagrate, because that doesn't exist.
Some other questions you need to think about.
1. Do you have a passport? One is required to leave the country and also to enter another country. Many countries also require you have a visa before you get to their border control points.
2. Do you have a way to support yourself, money? Most countries will not allow you to enter if you have no means of support.
3. If you want to immigrate to another country, what job skills do you have that will benefit the new country. At 16, you probably do not have any job skills and therefore would be a liability to the new country. You should be able to contribute to the country, not take from it.
4. Why do you want to leave home? At home you have an opportunity to go to some training institutions to learn the skills that would be of assistance to you in a new country. You are not going to be welcome in a new country just because you knock at the door.
In theory you could, but in practice, I'm not so sure. You would need to have skill sets which other countries are looking for, and also proof that you have sufficient funds to live on. You only really get those when you get older.
You can go anywhere in Europe as long as you have a current passport ,insurance and money
Any other country, then you need a visa first
No. Other countries require you to be an adult...age 18 or over...to move there. they also have tons of very strict immigration requirements and you must be well-educated and have needed work skills.