I am married with 5 children; one is married off; but i want to leave everything behind, go reaserch and learn Islam, that is leave this duniya behind. Please inform me of this.

Praise be to Allah, the Lord of the Worlds; and may His blessings and peace be upon our Prophet Muhammad and upon all his Family and Companions.

If you have some income that satisfies your needs and the needs of those you are required to spend on and you like to devote yourself to seeking knowledge, then that is a good action and divine favor. The Prophet (Sallallahu Alaihi wa Sallam) said: "A person who follows a path for acquiring knowledge, Allah will make easy the passage for paradise for him." [ Muslim ]
Another Hadith records: 'Angels to express their appreciation on his act (one's seeking knowledge), spread their wings.' [ Ahmad ]
A third Hadith reads: 'Allah, His angels and all those who live in the heaven and the earth, even the ants in their holes and the fish supplicate for those who instruct people in virtuous knowledge' [ al-Tirmizi, Ibn Majah and al-Darimi ]
The above mentioned should not make you neglect your family's right. But, you are to do according to Salman's (RAA) saying: 'Your Lord has a right on you, your body has a right on you, and your wife has a right on you so, give every one his right.
.' And when somebody informed the Prophet (Sallallahu Alaihi wa Sallam) of Salman's saying, the Prophet (Sallallahu Alaihi wa Sallam) said: "Salman told the truth" . reported by al-Bukhari .
Allah knows best.