Moving from the first job - painful

Its always a painful process when you move from your first job..well at least for me it is!! 4 years in the same company for my first job had made me helplessly loyal to it. Stuck on even though the pay was atrocious and the work was not cutting edge. Me being sentimental didnt help. After all, this is the company that took me straight from campus and then moulded a raw engineering mind into a tough(?!) software professional. So i should be loyal right?
Threw this one to a friend and pat came the reply "Arre yaar, if u have got something from the company, then they would have made the most use of you too and would have got more that that from you". Probably true. I was not lazy and was dedicated througout and i dont think i have even one supervisor who would tell me that my work used to stink.
But still, moving after 4 years feels like u are cutting something away from yourself and going to a new place feels like walking into a room and knocking on a door, without knowing what is inside there. The friends you have made over the years are not going to be there. The comfort zone is not there. The easy access to HR and Admin is not there. Being known as on of the "old" (as in, around for while) employees is not there. And the most important thing is that you need to prove yourself at the new place!!
Its going to be a whole new process again. Making friends (I am very poor at this cause i take a looooooooooong time to be friends with someone!), getting into the flow of the place, proving your mettle and in the whole process learning a lot of things. Its going to be a change and hopefully for the better.