I finished a day before my 60th birthday in May. I'd had enough of work and wanted a change. I might look for some part time work in a few months but at the moment I am enjoying doing what I want, when I want. However, I have had all of the feelings you list. It's taken me a long time to stop waking up at 6:30 every morning (I still do it some days) and sitting in bed with a mug of tea doing the crossword makes me feel guilty. I should be up doing something.
I'm really enjoying the spontaneity being retired allows though. My wife and I have just got back from a bike ride, entirely unplanned, we just said "the weather's nice, lets go for a ride", similarly we have been out for meals on the spur of the moment and taken the caravan away for short breaks. In many ways it is like the days before we had children.