I stuck with the first name I thought of. I wanted to keep my inititials the same and have a connection between my old and new names. My old name was Keith Lawrence, and Kathy Lauren is pretty close. (There is a feminine version of Keith - Keitha - but ewwww! Too close for comfort.)
Also, I didn't want an exotic uber-feminine name. Kathy has exactly the girl next door feeling that I wanted. My wife had all sorts of "helpful" suggestions, but none of them felt like me.
I first thought about what name to use decades ago, I don't remember when exactly. It was one of those idle "what if I was a girl?" thoughts, that I didn't think meant anything at the time. Kathy was what I came up with then,and I guess it stuck.