I feel some of what you describe. I partake in quite a few activities, including volunteering, and do things with my wife. But there is so much time compared to the working years that it is still quite an adjustment.
Also, my wife and I are both a bit shy, so making friends is a slow process. But we're doing well. As you said, I've also often heard to plan on the adjustment being a gradual process. So far that seems to be true.
Maybe there's a club here...the Retirement Adjustment Club...hmmm.
