Due to a bad split with my ex, I ended up living on a motorcycle for a couple years with my only possesions being what I could pack on it. No job, no house, no food, not many clothes. About as sudden and drastic (and unexpected) of a lifestyle change you can make.
Yeah, a change of the magnitude you're going is really scary. But you only need to deal with one day at a time. And no individual day is ever really that scary. So when you start to feel overwhelmed by the whole thing, just focus on one little piece of it, and live thru that.
As they said on my favorite Christmas special, "Put one foot in front of the other..."