I can finally move out of my parents place but it means giving up financial comfort

I have been living with my parents for a while now so I could save some money. It has not been that bad. We get along and I appreciate having had a place to stay without major stress. But I have been wanting my own space for a long time. Over the past year I have been slowly saving up. Just putting money aside when I could. Then recently I ended up winning a bit of money too which kind of gave me a boost and made this feel more possible. It's not a huge amount but enough to finally make the move. I found a place that looks decent and is in a good spot. The thing is that moving out means giving up the financial comfort I have right now. Most of my income will go to rent, bills, groceries and all the other little things that come with living on your own. Right now I do not really worry too much about money. I can save I can spend a little on things I enjoy and I feel secure. But I still live under someone else’s roof. If I move out I get my independence which I really want but I will also be tight on money for a while and probably stressed more often. I keep going back and forth. Part of me is ready to just go for it. I feel like I need this change to grow and feel like a real adult. But another part of me is nervous about giving up a comfortable situation and walking into one that might stretch me too thin.

Has anyone else gone through something like this and was it worth it in the long run or do you ever wish you waited longer?