Told a friend that I would move with them but now doubting if I should

My friend and I are planning to move out of our Midwest college town to NYC. We both graduated from college recently. I originally was going to stay put but she asked if I wanted to go with her. I said yes because I wanted to take a risk and change my boring life by leaving my home state. We have been planning on moving for months and have been searching for sublets and rooms on Facebook together, we even made a shared post looking for roommates. But now I am wondering if I’m making a mistake, because I think NYC is going to be more expensive than I’m anticipating. I’m self sufficient and pay for everything myself. I’m open to moving to other places in the state of NY, but she isn’t. I’m scared to back out now because we are trying to move within in the next couple of months and it feels like I’m going back on my word. But I just can’t help but feel like this isn’t the smartest financial decision for myself, and that I can be just as happy and paying less for rent elsewhere. I’ve been job searching and haven’t had any luck. Should I just move with her and figure it out, or should I back out and find something more affordable?