Personally, in this modern world, there's usually no reason anyone should hold themselves back from their desired gender just because of a lack of confidence (usually stemming from the feeling that one is too masculine to pass realistically as female.) In this day and age, even conservative facial surgery goes a very long way in bringing the features to a more harmonious, soft point, and it isn't expensive by many folks' means.
However, if someone feels that by all means they'd be better off staying in male mode, that transitioning would never be a realistic option for their life or appearance, the second piece of advice I have is simply to find something else, something huge, that you enjoy. More people than Transfolk have had to "deal with it" in life, getting over the emotions of severe handicaps, disabilities, and diseases, yet if you search out for another purpose your life may have, it may give you emotional positives in areas you never expected to get them from.
While I know how it feels, I don't believe that it's "impossible" in most cases for people to "do something else besides worrying about being a different sex" for awhile, I believe even the most tormented people can find an activity or purpose they enjoy, if they're brave enough to open their minds to it. If being the opposite gender is the only single thing in life that brings one joy, I believe their life will be pretty dull once they accomplish that. You have to care about other things in life too.
Like for me, there's plenty I'm willing to do in male mode right now. I'd love to work at a liquor store, I'm very passionate about alcohol as a artistic product (so much work goes into making it and it's really interesting to taste different products and learn about them). I'm very open to portraying certain roles in film productions as long as the role allows me to wear any sort of mask. If I happen to magically get aholt of tons of money that I was not allowed to spend on transitioning, I'd love to open a homeless shelter for young adults, where I'd also hold group meetings for all sorts of people in need. While I admittingly have a small, strict list, there are other things that interest me very much and really would take my general mind off it awhile.