Studies of colonization of new habitats appearing from rapidly changing environments increase our understanding of populations’ potential to cope with environmental changes. Here, we analyse behavioural, phenotypic and genetic variation involved in the successful establishment of the sand goby, Pomatoschistus minutus, over a steep salinity drop from 35 PSU in the North Sea (NE Atlantic) to two PSU in the inner parts of the post-glacial Baltic Sea. We show e.g. that populations are adapted to local salinity in a key reproductive trait, the proportion of motile sperm, which in itself may result in reproductive isolation caused by natural selection on immigrants. Genome variation shows strong differentiation among populations along the gradient. Sand gobies in the current Baltic Sea lineage is adapted to the low salinity in traits related to osmoregulation and reproduction, but also to both abiotic and biotic environmental factors correlated to salinity evident in traits such as vision and immune function. The salinity-biotic factors correlation is omnipresent in behavioral studies. Many loci also appear to be involved in these traits, but the specific functional mechanism (e.g., coding sequence, regulatory loci) remains to be clarified. We conclude that the first steps on the speciation continuum trajectory have been taken.