This is a great question, but difficult to answer.
I think learning to be able to stand on your own two feet is a great thing, but it depends on where you are in your life. I myself did not move out of home until after I had completed university and was already working full-time. I think if you are trying to save for a house, or a car, it's very difficult to do so if you live out of home during university and are having to work to pay the bills, rent, groceries etc. Of course, sometimes this is not possible, as you are studying in a location away from home. Certainly being able to budget your money and only spend on necessities is also a key skill to develop, as it will enable you to ultimately achieve your financial goals. Going to your parents when it is absolutely necessary is also fine though in my opinion.
I hope this helps. All the best!