The only time I'm ashamed of my emotions is when they cause me to do something which makes others unhappy or uncomfortable: if I'm cranky at the end of the day and I get grumpy with my partner, for instance. However, I've learned that it's a lot better to share those feelings than to sit on them. If I come right out and say "I'm tired and crabby and this isn't a good time for us to talk," all is well: she gets it, knows it's not about her, and that I'm on the way to getting over it. (Sharing emotions is also good for that, by the way -- acknowledging what you're feeling is more than half the battle of getting past it.)
I have no reason to compare my emotions to those of cis women, since I'm not one. I've never identified as a woman (despite years of denial about being transsexual), nor have I ever really understood some of the ways they do emotion.
T, therapy, and doing some mindfulness practice have all done wonders for how I experience emotions: I'm calmer and more in sync with the world and myself since starting T, my therapist is a bit of a whiz, and learning to notice how my body is feeling at a given moment makes me much more aware of my emotional states, and better able to handle them. Sometimes, not always, that involves expressing them to other people -- that can still be scary, but I'm getting over it.