I'd agree with both Greg and JakeDenver. Transitioning is a massive step, and the name change, as one of the first things on the journey, is like a big public declaration of your intention to transition - so it's only natural to worry about whether you're doing the right thing or not.
Each time I started wondering about whether I was doing the right thing, I thought about the alternative - i.e. growing old as a woman - and realised that there really was no other option.
Anyway, I suppose the other way to look at it is that you can always change it back if you decide it's not right for you!