imho...
Doctors work on the principle "first do no harm." It's a good rule to use in most (if not all) areas of one's life.
Therapy?
HRT?
Surgery (FFS)?
Surgery (GRS)?
Let's consider getting FFS first...what if, after it's done, you realize you were better off with your "old" face? That's a harm; so let's figure out first if your "old" face is the problem. Therapy will help with that, as may HRT.
Let's then consider getting HRT first...what if, after it's done, you miss having erections (not a wistful, low-intensity feeling, but a "damn-I-might-as-well-kill-myself-now" feeling)? That's a harm; so before getting HRT we should consider therapy first (and not just to get the letter; it's to make sure you're not having other mental health issues or whatever else may be causing an inappropriate urge to "be" trans) .
So now let's consider therapy...if you go to a reputable therapist (i.e., not Uncle Bubba at the local tavern), who specializes in trans issues, at most you'll find out you're not trans, but have other issues. This is not a "harm"; it's a good thing, because then you can work on those other issues without permanently changing your body. (Of course, it could also be that you are trans, in which case you'd get the letter and move on to the next step--HRT)
Take it slow, take it one step at a time. Do the least change first, that way you'll do the least harm...you can always step it up a notch, but it's difficult (if not impossible) to undo some things.