Actually the very first female clothing I bought was in person. Purchased a top at Muji, pre-packaged, so no trying it on. I piled a load of male stuff into the basket with it, and even had the cashier wrap is as a gift, all just to make it perfectly clear that this was of course not for me... Pro tip: prior to HRT kicking in on the muscle reduction, the concept of "I wear a male S, so it would be a female M" does not necessarily apply. 😛 That being said, it fits fine these days.
Since then it has been internet all the way, which has helped me not only gain a much better understanding of my size, but has also somehow lowered my general anxiety about female clothing. A good friend of mine has suggested the two of us go on a shopping spree sometime soon, and I have to admit that I have way fewer misgivings than back then. Perhaps because I simply feel more comfortable in my skin these days, or the fact that I look way more ambiguous so people can just assume whatever. I still wouldn't want to go shopping in a store near to my home, but that is more about meeting colleagues from work or similar, who will only be informed a few months from now.
