I used to be dreadful with money and only really got the hang of it in my 50s. I often coach clients in budgeting and feel like a complete fucking hypocrite.
The first step is to work out where all your money goes. Keep all your till receipts for a month, then work out how much you've spent on clothes, going out, hair/beauty stuff, booze, and incidental shite.
Work out a budget. Add up all your regular, unavoidable outgoings (rent/mortgage, utilities etc). Don't forget the annual ones, like insurances. See how much disposable income this leaves you with.
Then work out how much you spend on food/household stuff and essential fares and deduct this. Out of the disposable income you have left, aim to save 50%. Draw the other 50% out in cash, divide it into 4 and put a quarter of it in your purse at the end of the week. Don't use cards for anything non-essential. When the cash is gone, it's gone, until the next weekend.
Look at your regular outgoings and see what you can ditch. Do you really need Sky, for example. For the rest, shop around, go on comparison sites and find cheaper alternatives. It's surprising how much you can save by getting things like SIM only deals for your phone, changing your broadband provider etc (I've just saved one client £80 a month just from these 2 things).
Stop buying coffee shop coffees and take a packed lunch to work. Don't buy a newspaper, go to the library instead of buying books. Only wear washable clothes to cut down dry-cleaning costs.
If you have debt on credit/store cards, look at doing a balance transfer so you get an interest-free period, but don't reduce your payments. This will clear the balance more quickly.
And just for one month, do not buying anything that isn't essential - it's bloody boring, but if you stick to it you'll be surprised how much money you blow on stuff you don't need.