This is an excellent thread and is similar to one that goes on in the adoption world as well.
Disclaimer: I am identifying as a trans woman but not transitioning due to family. I am also a psychotherapist (emphasis is not on the psycho.)
In the adoption world I would frequently see families that would blame all behavior and emotional problems on being adopted. I remind people that adopted children are children first and adopted second. Some get it. Others . . .

So, as I came to identify as a trans woman I realized that some of my depression, a lifelong challenge, was the result of an inner discontent and longing not recognized. I didn't have the words to put to it at first and later I didn't make the connections. What came first? No idea. I still get periods of depression and I recognize that some if it is that I want to transition and am not in a place that I can do it--now. Some of it is that I am working in the child welfare field at the moment and struggle with the various "stories" that I am stepping into. And some of it is the vicarious PTSD from working with so many people who have been traumatized.
I feel the dysphoria strongly some days. Some days it is depressing for me to know that I can't transition right now. I also began to feel something new--body dysmorphia. I am 6 feet tall and 200 pounds and somewhat chronologically endowed yet I see myself as slim, maybe 5'6" or a little more and much younger. This is a cause for some frustration as I see outfits that I absolutely love and know that that inner girl could look really good in them but the "real" girl would look silly.
I think that the dysmorphia is directly linked to identifying as female. The depression mentioned above I think is a combination of who I am and "who I am", if that makes sense.
I have been spared the anxiety that some talk about. I have worked with enough people with anxiety issues that I am thankful that I have not had to deal with it. As has been said anti-anxiety meds and anti-depressants can help. I think that working on it with a therapist makes a difference as well (ok that wasn't quite a self serving plug). It can also help bring clarity as to what is a result of being trans and what is the result of being human living in an insecure world.
As I stop to think about being transgender and what it means in the sense of the "task" of being transgender it can get a little overwhelming. There is so much to think about. We need to confirm our identity, usually through multiple visits with a doctor and psychotherapist/psychologist to get the letter; we need to talk with the doctor about HRT and have the visits to monitor hormone levels; we need to look at major surgery or surgeries; we need to learn about makeup and hair, things cis women learn from birth; we need to learn how to dress so that we look good; we need to learn to walk; we need to learn to talk; we need to learn to be; and we need to earn enough to pay for it all. As I write this it feels a little much to deal with, yet this is the reality of what trans persons live with every day. Yes some of the items above are specific for the trans woman yet trans men also have a variety of issues that they have to come to terms with as well.
Life presents challenges and can be a little much to deal with. It doesn't matter if you are cis, trans, or an alien. Being trans just adds a little spice to the mix.
Now I am rambling so I will just quit. But not before I wish you all well and wish you a good day today and better tomorrow.