I lived here for 3 years while attending MSU and I had to transfer because it was unlivable. I'm from another small town in KY but Murray is like another planet. Nothing to do, nowhere to shop, no interesting people. Oh and no alcohol in stores, you can only drink in bars and the ones in Murray are horrible.
I guess the only upside is how affordable it is, but good luck finding a job! You can't get a job unless you "know someone" who can get you one.
If you like small towns with nothing to do or you are retiring, maybe look at Murray. Otherwise I would stay away.