I felt the same about the wait, and I won't pretend I wasn't a complete mess mentally/emotionally during that time. And I hated hearing 'be patient'. I do understand why people kept saying it, though. ^^
So what did I do? I bought clothes, makeup, breastforms, etc., and started living as who I am. For me personally it helped a lot to be doing something proactive for myself -- initially at home, but then making trips out, telling my family, my SO's family, my best friends. I changed my name and all my legal docs and went full time. I started working on my voice. I wrote a huge paper exploring and discussing who I was and who I am now, and everything that led me to the point where I had to transition, and I kept a diary of all the little things that were happening. That helped somewhat to exorcise the crappy feelings I was dealing with on a daily basis. I also used the time to lose as much weight as I safely could while staying within my ideal weight range, in preparation for starting HRT.
Those things are what kept me going. I'm sure it will be a little different for everyone since we're all unique, but I echo those who advise you to do what you can to make yourself feel better. The time will pass and you'll get your HRT, and in the meantime, try to find comfort and happiness in other ways of expressing and exploring your femininity. 🙂