At about age five or so, trying on my sisters ballet slippers and tights. All through elementary school secretly wished I could go to ballet class as a girl. Later as an adult starting branching into all sorts of female clothing, not just dance related.
Why? A large part is the feel of the material. I have a theory that TG persons have an elevated sense of touch and they derive emotional satisfaction by the types of materials and fit usually used in female garments.
