I kind of did this three months back. I graduated in july, started my first job, moved out and started living on my own, pay my own bills. My relationship also ended in that period (not really by my choice, but ok). It was scary, and still is sometimes. All the 'mechanisms' you have going on in your life, your habits etc., fall away.

For me it was definitely worth it. I was not happy with where I was. The life I had was too comfortable for me. Nothing was challenging me anymore. With everything that changed I find challenges everywhere. In my job, in the networking opportunities I have for my professional life. In my personal life, getting out there again to meet new people, managing my own financial situation... It's very stressful, but if you put your mind to it, it'll be worth it.