I felt a bit like this, but being an adult isn't that bad
Having more money is great, so you can do more fun stuff. Also, often when you first start your job, you can pretty much leave it at the office, so although you're working 9-5, everything outside that is your time, whereas at uni, it's quite easy for work to expand and fill all your time. Obviously this does depend on your chosen job, and as you progress things might change, but most people do manage to keep their evenings and weekends free for hobbies, socialising etc.
Make an effort to stay in touch with everyone if you're all moving away from your uni city. Organise get togethers when you can! But also, make new friends where you're moving- e.g. by taking up a hobby in your new area. You might also find that any uni socs you were involved with are happy for you to still join them and help out on an occasional basis
(seriously, my ex still goes on his sub-aqua soc trips 6 years after graduating, just as an instructor now!).
Don't think of the next 40 years as being all work and no play. It's really common now in your mid/late 20s to take some time out to travel etc. And the best thing is you have some money to do that with! Plus, you can always go back to uni to do a masters etc!
Yes, your life will change a lot over the next few years, but it's not always going to be for the worse!