It's different for everyone, but my experiences are fairly easy for me to lay out. I spend a lot of time thinking about them, because I want to be able to explain them to my parents.
Before I knew what was happening to me, I was depressed, anxious, and apathetic. I felt like my life was wrong, even when things were going right, I felt like I was on the edge of disaster. I didn't want to be alive, even if I didn't want to kill myself, I hoped that I would die in my sleep. I had to monitor every action I took, every thought I had, every word I said for "conformity" to what I thought I was supposed to be. I was afraid to interact with women, because I was afraid that if I acted how I wanted, I would scare them or anger them. I thought about claiming to be gay just so I could be one of the girls. I had no idea how to be a man, so I just made up rules and followed them to the letter. Any deviation was punished with agony and anxiety. My body and my career were only of passing interest. I didn't care if I got fat and died young, I didn't care if I lost my job and had to move in with my parents. It didn't matter, because nothing I was going to do would make me happy.
After I accepted what was happening to me, some of those things got better, because now I have hope. Other symptoms have either emerged, or I've finally got the words to identify them, I'm not sure. I don't look in mirrors unless I'm wearing proper girl clothing. Seeing myself nude or in the man costume makes me want to cry, vomit, and explode all at the same time. I take pains to avoid mirrors in public or in work, because I can't go en femme quite yet. Whenever I'm in the costume, I get raging envy for the women in my life. I want to be them, and I don't know if they know how lucky they are to be women. I die a little inside every time I hear my birth name or a male form of address or pronoun. I want to correct people, even if I'm not out to them. I hate feeling even a small amount of facial stubble (and this week where I have to stop shaving for the laser consult? GAAAAAH). Finally, I'm deeply disgusted by certain anatomical abnormalities below the waist.