I wouldn't go overboard with weight loss. However, if you're not exercising and being active NOW, then I seriously advise you start and keep up a routine. As a woman, you'll want to focus on aerobics, cardio, and yoga-like exercises. Weightlifting will still build muscle, but I assume you wish to attain and maintain a feminine frame, so I would not recommend weightlifting. Even after you begin HRT, you can still control your weight (this largely depends on your age and genetics).
Main thing is to stay strong and stay healthy. The rest will just come naturally.