Some people do mutable things like particular clothing, hairstyling, or makeup rituals. Some folks feel the need to go more drastic, permanent routes such as cosmetic surgery or other body modifications. Some transition to a different gender identity than that which had been given them. These can all be paths to the same goal; gaining the ability to go out into the world and feel like they are inhabiting and presenting a "self" they actually feel is their own.
I consider myself really fortunate along these lines because, compared to what many others have to endure to reach that point, what I needed to fully feel like my own self at all times was a simple, painless, one-time thing. I had a small bit of paperwork surgery, and brought my legal name in line with how I truly think of myself.
It didn't hurt a bit. In fact, it feels pretty great.