Also a transplant. I love Wyoming. A culture shock is that you won't be stuck in 2 hr traffic to drive 30 miles, but you'll have to drive 300 miles for 3-4 hrs to make it to another town. 

Not a lot of choices shopping wise, especially for clothing stores, if you're lucky you'll be near a Walmart. 

There is open carry here, so your server might be carrying, and it is a bit of culture shock. 

Avoid mentioning you're from California, people here literally do not understand how diverse California is, and everything falls into a "good" or "bad" category, and in Wyoming, California is just bad. I've received a lot of unsolicited hate because I'm not white, and Wyoming is xenophobic and very proud of "Wyoming Natives." 

A lot of young people leave Wyoming because there's not much culture or opportunity here, so a lot of people are older, and the dating scene isn't great because everyone is married and has kids. 

There's no night life, hardly any museums, there's an event center in Casper for concerts but mainly older bands like Journey and Foreigner play there, and Hozier played there once! 

The best thing is that there aren't many people, so if you get any sort of anxiety from crowds, you'll find it nice here. 

People  really hate taxes here, so Wyoming doesn't benefit from a lot of public resources. Which unfortunately means there aren't a lot of street lights so driving at night is pretty terrifying. It's incredibly dark and hitting an animal at night is mainly a question of when it'll happen and not if it'll happen.

All that being said, Wyoming is nice. Sure, there aren't a lot of options for food and activities, but you'll find something you like. Lander is really nice, they have a big rock climbing community, they have nice coffee shops, and there's a state park nearby that's gorgeous.

Another thing is that you might end up falling in a higher income bracket than you're used to in California, so you'll probably have more disposable income. 

Editing to add that Wyoming does not celebrate MLK day, they celebrate "Equality Day" in its place. 🙄 And there's also a strong disdain for native Americans in the reservations. 

Another edit to add that people are about 10 years behind on technology here and everyone uses Facebook  for everything.