I was a little uneasy about it myself, but it was one of the first things I ever did to help me feel a little better. I've yet to start any of the therapies and whatnot, but I did change. I first bombarded my mind with female pronouns and at first it was a pain because I got tired of it really fast, but I kept doing it for a few days. I got accustomed and now it's second nature for me to refer to myself as female. I do make a mistake every so often, such as saying I'm a guy, but only because not everyone I know knows about me and I don't want them to know yet.
My friends started using the proper pronouns shortly after, and although it was weird for me at first, now it's an amazing feeling. I went from being quiet and shy to open and somewhat talkative with my friends. I mean, every now and again my friend will do my makeup. She decided my nails needed to be done every week so I kinda went for it and now I'm in the habit of doing them every weekend.
Hope it helps, I know things worked out for me pretty decently with my friends, sadly I can't say the same for my family.
Rachel