Fae,
I agree with Robyn, it's natural to be nervous. A name change is a big step. I remember; I filed for mine just 10 months ago. Make sure you have planned what you are going to do, though, as best you can. Sometimes you just have to take a leap into the unknown, but don't be leaping if you don't have to or if it doesn't feel right. If you are really feeling nervous, there might be other things you need to do first.
Use the resources on the web to check and see if there is anything you missed. I used TS Roadmap for that, and I had already taken care of everything I found there, but it felt good to check and made me less nervous. With work/school transitions, everyone's situation is different, though, and you have to find what will work for you.
There is a secret to all of this. I discovered it five months into full time, but I think it is possible to pick it up much sooner. I discovered it the hard way, in a "sink or swim" situation when I was planning for SRS and learned that I had testicular cancer. After going through an "I just want to die" stage of wanting to run away from it, I discovered that I could in fact go on, and to hell with what anyone else thought. Suddenly it was my life and whatever was left of it, and I was no longer willing to waste time trying to be what other people thought I should be. No more explanations of why I was the way I was; nobody else has to explain themselves that way so why should I?
You can take that too far. Don't. Just be yourself and let other people deal with it. And don't place yourself in dangerous situations. Find out what is safe and what isn't. It sounds simple, and it is. With practice.
Take care...