Millennials learned a hard lesson from the Great Recession — not to anticipate an easy path to retirement. As a result, they're saving at a furious rate, though they're still not doing a very good job at planning. 

So says the latest research from the Transamerica Center for Retirement Studies, which found that millennials (those born between 1979 and 1996) are already "frequently" talking about retirement (18 percent) more than boomers (9 percent). 

Transamerica also found that 41 percent of millennials are preparing to support others after they themselves have retired. For 29 percent, it's their parents they're thinking about; 20 percent figure they'll have to be the lifeline for other family members. A whopping 81 percent don't think Social Security will be there when they need it.