I'd say it's very important to consider where you want to end in the very beginning of transition. If you want to become known as a person who was always a woman, then you'd have to carefully consider who you make contact with, which name you give out etc., because otherwise too many people are going to know about your transgender past for you to blend in later. While there are certain advantages to this approach, there are definately also drawbacks such as having to leave behind old relations and family and keeping away from the people who could offer you support in the changes you are going to go through.
On the other hand, I believe most transgender people find themselves in a position where they either for biologic reasons such as height or voice, for social reasons such as family or for moral reasons are not able or willing to hide their past lives. I personally choose to be open about my transition and I believe I have benefitted from it, when compared to the few hiding persons I've met, who have confided in me. I also recently read a statement from an IBM manager, who claimed openly gay employees were 20-30 percent more effective than closetted gay people. I'd expect the difference to be even greater when comparing transgender people since the stigma upon us is way stronger than the stigma upon homosexuals.
I believe contact with other transgender people can help a great deal in the process you're going through. It will make you feel less alone in your transition and you'll hopefully find people who have gone through many of the same feelings and thoughts as yourself. Contact with the transgender community as well as reading about ->-bleeped-<- is highly recommended in the Standards of Care. From other fields we know that support groups improve the ability to cope with difficult circumstances. For instance cancer patients going through chemo therapy are often very much affected by the hair loss they experience, but a study of young patients going to a summer camp for cancer patients found that they viewed the body changes in a more positive light than those who did not go. Some of them explained that seeing other people go through the same body changes made them feel less freaky about themselves and others even described how they learned to do 'head art' such as body painting their head or making their own bandanas to cover the balding.
As a transgender it will probably be very helpful for you to have a female shopping partner and a girl who can help you learn makeup and styling.
But again you're going to have to choose whether you will want to be able to hide away from the world later or not very early in your transition, because if you start transition at work you might find yourself outed later by former coworkers in a completely different setting. As an example one of my coworkers at a practical trainings place appears to have seen me in a figure skating show three years ago when I was not fully passable and appears to know a lot of my friends. Another example is that when I joined my current women's only class at school I thought I would try not to tell about my past, but at the very first party one of my class mates came over and said she should greet me from a common acquaintance whom I worked with almost a year ago. I am out and proud, so no problem about that and in fact I prefer to know that I'm accepted as a person in spite of being transgendered, but I know some people would be uncomfortable in this situation.
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