As hair gets longer, you will notice more hairs that fall out because they are longer and more obvious. Also, with any change, hormonal, there might be a temporary shedding but rest assured that with HRT, you will not lose hair, on the contrary you will gain and it will become thicker, grow faster long-term. Thanks to reduced androgen and increased estrogen. But, if you don't take enough estrogen to replace androgen, you might get more brittle, thinner hair, in other words, unhealthy.