long distance relationship advice.

So I know this sounds crazy but I met a guy at a club in NYC. Yes we were both super drunk but we ended the night and got each other's #s. We met about a month ago and have not stopped talking since. When I found out he lived in Boston at first I was super disappointed. Even though we've only met once I feel like I know him so well because we talk every single day now. All my friends and family are telling me it's never going to work and basically to quit while we're ahead before it hurts more later down the road. Have you guys had similar issues? Is it worth it if we feel this strongly about each other? This is the first guy I've had feelings for in almost 2 years; end of my rant.