I have some idea of what it's like because I spent a week and a half trying to follow the gluten-free diet before seeing the gastroenterologist. The first 4-5 days felt like pure deprivation, but after I stocked up on some basic "raw materials" such as meats, fish and raw veggies, things got a lot easier, and I was actually enjoying what I was eating. It helped that we opened up the backyard grill that week too. Of course I didn't dine out (or have takeout) a single time during that period, which my wife was not too thrilled about.

If it turns out that I really do have Celiac, I think the hardest part about it will probably be not being able to go out to dinner easily. In the beginning I'll want to do as you suggested- play it safe until I know how seriously I react to the cross-contamination that is likely in restaurants. Some people can order a burger, throw away the bun and eat the hamburger patty, while other people would be sick for days from such a stunt; I have no idea how it'll affect me until I actually start feeling better.