Hi Particle,
The advise and encouragement you are hearing is spot on.
Finding a therapist that you are comfortable with and has experience in working with transgendered & gender identity related issues is very important. The best therapists will help you understand yourself.
For myself, I went in with an open mind and the attitude that I needed to understand my feelings and thoughts and I want to understand who I really am. Through therapist assisted self-discovery, I found out that much of the source of my depression and anxiety issues were from the conflict inside me due to growing up Male and trying to maintain that role vs. my female feelings and thoughts.
I took the time to understand that I need to follow my own path, the path that I can see from where I am currently and as I grow in understanding and self acceptance the next step on my path becomes visible. I now know that I am on a transition path, I can imagine a destination, but I feel that my own ultimate stopping point will be discovered in time.
My view of life has dramatically improved, I'm more motivated to be myself, live my life and do so based on my feeling, goals & desires than at any prior time in my life.
I wish for you to find peace and understanding.
-Cindi