Oh, Lucy, hun...
You'll find that many of us can relate to a lot of what you're going through. I really need to get some sleep, but I will try to lightning round some answers to point you in the right direction.
Also, while I don't consider my transition as having an alter-ego, I think that is a very good way of explaining it, because it does feel like there's a different essence inside that cares about certain things that may still be foreign to us.
I would vote greatly against self-medicating. I know that many do it, but you can seriously cause some harm without the proper supervision and blood work monitoring. And even worse yet, you might be wasting time and not get the results that you could have with professionals overseeing.
From what I learned recently, female clothing sizes are confusing even for females. It is very difficult, and I guess, unfortunately you'll have to do a lot of guess work until you can use the changing rooms freely. Sizes differ from type to type, and also brand to brand.
To help you along with your figure, I would recommend a waist cincher. I found them in the lingerie section at Walmart for like $10 each; to keep it nice and effective there's a couple things you can do. Don't wear it to long at any given time, just a few hours is fine. If you are a heavy sleeper, you can sleep with one on and take it off the rest of the time. If possible, try to have something on underneath it, this keeps your bodies natural oils and dirt and stuff from doing a number on it. And also, mix vodka and water in a spray bottle to spray clean it, you cant put them in the washer.
I very much understand your feelings of not wanting to be a fraud. I don't know the best way to overcome it, but the best advice I can give you is fake it until you make it. Everything is going to take some time to learn, and then once you have learned it, to do it with confidence; this goes for clothing, walking, mannerisms, voice, etc.
If you're really wondering if this is or isn't you, I would definitely recommend seeing a therapist about it. I think there's a series of links available on Susans for finding that info, but I might be wrong. I do think, though, the therapist can see how to help with your OCD/anxiety and if this is right for you or not. Whether you upset people or not depends entirely on the people you're referring to. I would say usually people are very supportive, but confused, and that's about it. And while you may care about keeping certain friendships intact, ultimately what is most important is your own happiness, and if they want to alienate you for doing what you want, then they weren't much of a friend, after all.
Yes, woman in nature, woman in relationships. You can't expect to be able to perform mannerisms and achieve a feminine look overnight; after all, people like you and I basically grew up reacting to how society views us as men and going along with being that for our entire lives. You are being way too hard on yourself, all of this is going to take time, and daily practice. What I did was I took on 1 new, small task each day, and practiced in that capacity. Makeup is a good analogy for this, I think. If you try to do EVERYTHING with your makeup on your first try, it's going to probably end poorly and that might further discourage you. So, in stead, you might try doing a little eye shadow at first, or trying to apply foundation(despite having a bread shadow) - the point is to take things slow and in small steps. It might be a good idea to work on what you feel you're already the most confident with, and once you get used to that, you can by extension, pick up on more of your other interests.
As for how you start exploring, I guess you could try to think what makes you feel the most womanly. For me, it was my voice. I worked on my voice first, because I felt like(as you said, too) a fraud, even if I somehow was great at makeup and looked the part, if I couldn't sound it, then that would all fall apart. For some, it's actually dressing the part, and for others it's things like makeup or just expressing your love for womanly things. I don't know which way to guide you, but it does seem like you will need encouragement and guidance.
While your therapist will help significantly with that I feel, you can also rely on members and existing posts on Susans for questions you may have.
I actually did not start transitioning until about 2 months ago, and I made a video about my process to obtaining my current voice, and it is my hope that maybe, you can gain some confidence in yourself as a result, too:
I hope that you find the answers you're seeking and you grow into the person that you truly want to be, Lucy! Take care~
Much love,
Eryn