To me, it would feel pretty close to the same as I do when someone misgenders me. I'd be nice and thank the person for the advice, but internally I'd have those same thoughts running through my head as I do when I'm misgendered: "Who are you kidding? You're not fooling anyone. You don't pass at all, people are just being nice when they treat you as a girl. etc. etc.
And I try not to let my thoughts go there, but sometimes they just do. So considering how I feel I may react to such a situation, I really would not want to do that to another of my trans sisters. Even if I saw she needed help and I had the best of intentions in wanting to provide advice. Just because your intentions are good doesn't mean it's something that should be done.
That said, it's certainly ok to strike up a conversation and treat her like a woman, but I wouldn't say anything about her being trans unless she brings it up or is obviously transgender proud (Eg. wearing clothing or jewelry with trans* symbols).