Too many things, really, many of which have already been stated in this thread. But if I had to pick one thing in particular that has been bothering me recently, rather than the absolute worst thing of all, I would have to go with the realisation that there is now a huge chunk of the world that I will not be able to visit for the foreseeable future if I want to stay safe. I love foreign languages, foreign cultures and foreign countries, and being transgender means that a lot of that is now effectively off limits to me, which really upsets me. I used to be really interested in Russian literature and the Russian language, but can't ever visit Russia now because I am literally a criminal there. And when I make friends from places like Indonesia and Malaysia and they invite me to come and visit them, I know that realistically I can't go given the state of LGBT rights in their respective countries. :/
In fact, in terms of world places that I can reasonably visit as a transgender person without too much fear of prejudice, violence, or arrest, you're talking a tiny minority of the world's countries. I guess if I'm 100% passable after FFS I could feasibly just go in stealth, but I don't think I would feel comfortable knowing that if I were outed, it could have far, far more serious repercussions than it already does in my home country.