About To Do Something Crazy

So I’m doing something I’ve never done before...I’m walking out of my job. I’ve worked my butt off and bent over backwards for the company I work for and all I get is unfair treatment and it doesn’t pay much. I have a backup job in place thanks to the help of a friend, but I’m really scared of leaving. I have a lot of friends there and leaving them with no explanation is going to be really hard. I’m also afraid that my bosses will call my emergency contacts and ask them where I am and why I’m not at work, etc. It’s very scary for me since I hate change and it takes a while for me to adjust, but putting in a 2 weeks notice isn’t an option with this job and even if I did my bosses would still try to keep me there by negotiating with me and making me feel like I’m getting the bargain of a lifetime. I hate to leave so sudden, but I’m just tired of being underpaid and under appreciated for all the hard work I do. I’ve put up with a lot, but enough is enough. Have any of you ever done something similar? Any advice?