It's taken my wife about a year to get comfortable with this. And I don't mean that she's happy about it all, or that she calls me by my preferred name more often than not. I mean that she's come to terms with it and is doing her very best to be supportive. She's learning to find silver lining... like borrowing a new skirt I bought before I had a chance to wear it!
For the first year... pain. It hurt enough to put me into deep enough denial to not even see it myself. And then I'd gradually find myself looking at girls, not because they were attractive, but because I liked their clothes. And then I'd realize what was going on, panic over how the wife would respond, bottle it, and then at the very moment when she was most stressed out about her own stuff, I'd explode and it would be a horrible awful mess. This happened several times, and the last triggered a nervous breakdown that put her in the hospital. I'm seeing a therapist, she's seeing a therapist, and we're doing better.
It can get better, but do talk to your therapist about how to approach this. They can discuss your wife's personality, expected reactions, etc. and if they're good, give reasonable advice. I wish I had my therapist's guidance rather than going it alone, 'cause I sure made a mess of it.