I did for a little while, but my confusion occurred after starting T not before. Gender and Sex are hardly the definitive concepts we'd like them to be. I dealt with my questioning by working to define how I see sex and gender and reached the point where my gender is male and I'm a gynandromorph for my sex. Genderqueer is a label I've used in the past, but I avoid now since its not my gender that's queer, its my body.
The only way I know to deal with fear is to process what is causing it. Are you scared that you won't like the changes T will cause? That you'll be stuck "in between"? That you'll transition to male and not like the results?
The only thing I've come to be able to say for sure is that all things are possible when it comes to gender and sex. All you can do is make the choices you feel are right for you based on what you know about yourself and by asking yourself the hard questions. The fact that you're posting this shows that you are considering all possibilities, which is a good thing. If you feel T is right for you, whether your identity remains male or not, it is the right thing. Hormones can do a lot to change how we feel about ourselves, but I'm finding that, in my case at least, T revealed parts of me I would never have otherwise seen.
Good luck on your decision.