I was extremely anxious when: I did my intake, did a phone interview with my first therapist (she was interviewing me prior to accepting me as a client), when I went to my 1st therapy session, going on HRT, coming out to my wife, coming out to my Operations Manager, HR and boss, presenting at the PTHC, going the 12th street gym and meeting with the owner ( I e-mailed I am trans, later to find out trans are on the staff), expressing in public and a lot of other things.
The thing is each step becomes a little easier. Perhaps I started to develop confidence or perhaps my true self was stunted. The anxiety for me perhaps were growing pains.