Start with everything, not with a budget
The common failure is to set budgets on day one. You pick numbers that feel responsible, blow through them in week two, and conclude the system does not work. What actually happened is that you guessed, and the guess was wrong.
A better first step is to get every account into one place and leave the budgets alone. Checking, savings, every credit card, the car loan, the mortgage, the retirement account you have not looked at since you opened it. The point is a complete picture, including the parts you would rather not see.
Spend an hour on categories, once
Most transactions get categorised reasonably well automatically, and a stubborn ten per cent do not. Work through that ten per cent once and set a rule as you go, so the same merchant never asks you twice.
Resist the urge to build forty categories. A category is only useful if a different number in it would make you behave differently. 'Groceries' is useful. 'Groceries — organic' almost never is.
Read the month before you judge it
At the end of the month you will have a real number for each category. Some will surprise you — takeaway spending and subscriptions are the usual culprits, because both are made of small amounts that never feel like decisions.
That number is your baseline. A budget set slightly below a real baseline is a stretch you can hit. A budget set against an imagined baseline is just a number you will fail to meet.