Gah, lost my reply to site timeout. Let me type up a rough mix of what I had written...
Sounds like you're off to a good start.
Your significant other seems mostly on board, but the key there is communication. Listen to her concerns and try to help. Small gifts and surprises may make her feel bettered times.
You will see who your real friends are. Transition slowly from what you used to do with them that cost lots of money (going to bars, for example) to fun, cheap activities that you will enjoy. BBQ at the park, or a weekly poker or other board game night, for example. Explain to your friends how you'd trying to spend less, rather than just declining their invitations. The latter way will likely lead to the friendship fading, the former may allow them to realize and be supportive.
Above all, realize that you're only young once, and enjoy this time. You have a quite a few years left until retirement, so enjoy them!