They're absolutely right, the first step in transition is a visit to a therapist. This isn't a do-it-yourself project. You'll also need to decide how much changing your body will give you the effect you're looking for. There are many options for treatments and surgery and you'll need to decide which are right for you. There's no one right answer for everyone. Do some Googling, there's a ton of info on the web, with the usual warnings about considering the credibility of the source. You'll also need to manage the process of coming out to friends and family, and be prepared to deal with the fallout. I know it seems like a lot to think about, but a therapist can be valuable in walking you through it.
