Hey Adam,
I am in the beginning stages myself, so I can't answer all your questions.
As for what is next, only you can decide. Are you transgender or are you transsexual? Do you feel the need to transition or do you believe you can continue living as your birth sex happily? Who are you and how do you wish to be seen and treated by others? These aren't the only questions, but they are some important ones. Only you can discover this, but getting a trained gender therapist could help you in a large way. Another thing that will help is going to support groups and talking to others in the trans community. These steps may help you discover yourself and grow more comfortable with you journey, but remember it is your journey and only you can define it.
I considered transitioning before, but the first time around I was young (19) and was very scared. I was too insecure and frightened of social rejection so my thoughts were more of fear than anything. But, I didn't do the right things and kept it all to myself. Now, I am in my early to mid twenties and have gained the confidence and security that I needed to start being me. Now my thoughts are not so focused on fear, but rather on how I can make my dreams come true . Like, how should I realistically go about it all.
I think it is normal to think about. This is a big part of you and you're making a taking a big step in your life. Of course you will be thinking about it often.
Lastly, is there a reason you feel the need to come out to everyone before making the decision to transition? If you feel the need to tell everyone, that's great. However, most people who do so usually have the intention of transitioning. It seems to me that you really desire to take that step from what you said, but I know you are just exploring at the moment. Personally, I would suggest making sure you know what step you want to take before telling others. I feel the best way to come out is when you show confidence in your identity and your plans. Generally, family can be tough and you want them that you know what you're doing and have made up your mind on what path you will take. Nonetheless, this is a personal decision and it's up to you. I myself came out to friends before making the decision to transition, so I can relate with your desire to come out. It's nice when friends use the correct pronouns and treat you correctly.