When I went for the first time to try clothes on (as I went full-time that day), I went in an unisex (but 75% devoted to female fashion) trendy store, tried a couple pairs of pants and two t-shirts. I seriously have no idea what they thought at the time, but no one batted an eyelid. I went in girl clothes that I already had, mainly from friends - though I did already have women's jeans bought pre full-time. There was no separate male and female dressing sections, as it was a medium-sized store (not a department one like Sears or Wal-Mart).
I was with a friend, more for moral support than anything else, I would have been a wreck alone.
The first time I went in a shop carrying only girl clothes, I was a wreck too, that was about two months later. I was with my mom at the time, didn't dare look directly in people's eyes. I did try on everything, and no one said anything. I must admit I never looked particularly masculine though.