I think the biggest issue for most military retirees or veterans is proper planning financially, many never really thought about the after life of military service when they decided to make it a career. I used to try and conduct financial workshops when I was a CFNCO to help provide knowledge and avenues for many career and even non-career Soldiers, but had minimal participation, as many felt that they wanted more for the now than the future. This has led to many being in struggling times since retiring or departure from the military in the last few years with the current economy and job market.
It doesn't have to be a big chunk of your paycheck, just start out small and build with each raise or as bills get paid down add more, and do as much to prepare for the 2nd life after the military as possible why still on AD. It will make the transition much easier to bear and work with.