Glauber,
Don't let these guys scare you. If you are willing/able to reload the .338 is great to shoot.
Overall, I spend $1.50 shot, and I have having a great time shooting this at 750y, 100y, and beyond.
Like others said, really pay attention to your form. Learn to keep your .338 on target after the shot, and those lessons will help when you shoot every other caliber. I am shooting my 6.5 creedmoor much better since picking up the .338. I have had to improve my form to shoot the .338 well, and when I use the same form with the 6.5, the results are great.
A muzzle break will help reduce recoil, and a product like a limbsaver can reduce the impact to the shoulder. I don't have a limbsaver on my DTA, but even without that I can shoot 50 rounds in a session with no pain. The key is to keep the butt of the rifle snug to the shoulder.
Enjoy the new rifle and caliber...