Anything you discuss with the therapist should be confidential, even from your spouse. If you can bring yourself to discuss your gender with the therapist it is likely you will feel much better. My experience has been that the more people who know about me, the less anxiety I feel generally. The fear of the reactions of others is nearly always worse than the reaction itself. There is no better feeling than acceptance, unfortunately that is not guaranteed with the people in your life but it should be automatic for a professional therapist.
Best of luck
Hugs
B