It's always a good idea to have a budget. Setting one up can be a hassle, though.
It's easier if you can visualize your bills and expenses. You can see how much you're spending versus what you're getting paid.
Mint is a very handy app for monitoring your finances. It can automatically track your spending. All you have to do is enter your account information.
You can set aside how much you can spend per month on different categories. For example, you can set $150 on gas, or $300 on groceries. At the end of each month, Mint gives you a financial report, which will let you see how closely you stayed to your budget.
I find the savings plans most helpful. You can set monetary goals for things you want to buy and Mint will keep you updated on how much money you've saved.