A lot depends on when and why these feelings come about.
If you wear female or feminine clothes and that fact arouses you, then you would be a crossdresser... which, in my opinion, is not really worth coming out about. If it is just for fun, then the similar label of transvestite may apply.
As for the being female in games, and watching Sailor Moon... well, plenty of guys watched Sailor Moon and just don't talk about it, and many guys are female in their RPGs or shooters. This is generally for the aesthetics - the girl characters are often just nicer to look at than the guys are. However, arousal may be present as well, though that would be the minority of cases.
Your interests and hobbies don't make you transgender. If you are trans... then it will be because you feel strongly that you are a woman, and because being male is very uncomfortable for you. If being called "he" offends you, if you hate how you sound (if you sound very masculine), and if you hate how you look (if you look very masculine), then those might be good clues to watch out for. If you want to integrate into society with people calling you "she", then you should probably look into it.
On interests and hobbies... if I am doing something, then it is a girl's hobby because I'm a girl and I'm doing it. Stereotypes on how women and men should behave really do make quite a mess.
Physical things aside... the differences between men and women are smaller than one may believe.
Being transgender isn't very fun, and it's not something I would wish on anyone. If you are... then you need to take care of it as best and as swiftly as fits you. It is an occasion of sorrow when someone discovers they're trans, and that they need to transition... however, let there be no mistake that, putting that sorrow aside, there is a remarkable amount of hope and light to be found in knowing that things can get better, and that the darkness can be defeated.
Do what makes you happy, in the end, and go no further than you want to. If you do transition... it doesn't have to be all-or-nothing. Sometimes, people only need a few things, or most things, but not always everything done.