When I started on the patch, my hormone levels changed a lot. I also shed a ton of hair too there for a little bit. Read somewhere, I believe, that drastic changes in hormones can cause temp hair loss; that was one of the first signs for me that hrt was finally starting to work for me.
If it doesn't go away in a bit id be concerned, heck I have a ton of hair, full head, and I was concerned still, but I think some hair loss is OK or normal at least.