I started, and then stopped when I was 18. Nine years later, I regret every day that I decided not to pursue it then. That said, I'm fixing it now.
I don't recall major changes happening until after several weeks, although I felt great immediately after starting. In my mind, it's a bit of a placebo effect - the peace of mind that I had the right chemicals in me for once in my life, and that my life was moving in a positive direction. Did I have second thoughts? I did when I was 18 - I was afraid, in a poor financial condition, and discouraged by a therapist - a TG specialist of all things - telling me flat out that I would likely have a bad result. And I am forced to agree, it's not going to be a nice result... but it's either be alone and miserable, or take a chance at being happy. There's not a way I can be more miserable...
At the end of the day, the point is that you do what is right for you... Listen to yourself, and do what you need to do. After all, it's a woman's prerogative to change her mind...