It was a kickboxing gym. I arrived in sweatpants and a winter coat, but they still immediately gendered me female. I used the women's locker room, and as far as anyone was concerned I was just a tall woman. I was a little worried since it was a small class (they have to get you gloves and show you how to actually do the moves properly) and some of he stretches made me worried that my "male privilege " would show. But, it was a really great confidence boost.
I just thought I'd share the good news, I started hrt a month before my 35th birthday, so it is possible.