Yes, coming out is hard for many reasons; internal ones and external ones.
Internally, it goes against all of our conditioning and requires a lot of effort to work against that for many of us. In spite of the fact that many of us will say that they have always thought of themselves as female, it is unlikely that they behaved as such in order to fit in and hopefully be safe. They may also be some unconscious things at work like male privilege that need to be understood and different perspectives taken.
Externally, there is the issue of being in public as your authentic self. It is important to understand the females function very differently in social settings compared to males. Understanding that makes a big difference and is a great help towards settling in. Finding people and environments that are understanding and welcoming can also be a challenge, but will always be good to do.
From my experience and from what I’ve seen, conscious thought and coming out on your own terms is always helpful. If you are outed by someone, it tends to put people into a very defensive situation and and it becomes very difficult to tell your story. It is called Losing The Narrative. Once it is lost, it is VERY hard to get it back. Another thing that can happen when you’ve been outed is that people will tell your story, their way. People will mix in their opinions, prejudices, misinformation, etc. such that is won’t be your story. That’s another reason to be proactive.
Rachel Maddow has an interesting quote about coming out
“The single best thing about coming out of the closet is that nobody can insult you by telling you what you’ve just told then.”
Anyway, it is a process that should be done on your own terms…