I changed my name long before transitioning, and everyone seemed to take it in stride. Then again, I was not very feminine.
I did have a weird experience when I went back to my old doctor after I had used student health services for six years. For reasons that I cannot fathom, the nurse called my name in a very peculiar way, combining an incorrect version of my given birth name with a correct version of my "new" surname, which is ultra-common. She wound up with the name of a famous actress of days gone by, and I never suspected that she was calling me. I just thought, "Imagine going through life with a name like that."
I think they thought that the male given name was my husband's, but I have no idea how or why they mangled my old first name. I was quite, um, passionate in correcting her, and nobody ever made that mistake again.