As far as the emotional impact of being sent mail in your old name is concerned, there's not much I can offer you besides consolation by commiseration. But as far as being discovered is concerned, I can honestly tell you that even if the mailbox is common, you can just lie your way out of a different name. Say it's a cousin who's out of town for a bit, and you're saving his mail. Say it's a typo, or that you honestly have no idea who that person is. Say that it's an improperly delivered letter, and that it's for someone else with your last name. Anything will do, people don't put very much thought into other peoples' lives. Humans are surprisingly egocentric, and that can be used to transsexuals' advantage.
