Start now! What you save when young will be paltry. But you will create saving habits that will last the rest of your life.

Every time you get a raise, increase your retirement contributions. Then you'll never miss the money you're saving.

Make saving automatic. 401(k) contributions, IRA contributions, UESP contributions - set them up as automatic transfers, so you don't have to think about them.

Your point about going out to eat is spot on. I had friends in law school who would go out 3x a day to eat and they graduated with tremendous debt. The had literally eaten away their future.