In terms of my official transition, I’m only a couple of years in, though I’ve known for decades, and cross-dressed for a lot of that. I also don’t believe in “passing”. I’m 6’1″, have a voice that I think is still “male”, along with a hairline that causes my dysphoria (only seen in the Aqua classes). I just assume that everyone knows I was AMAB. But I show the world that I am a woman. I ac and behave as a woman. I think that goes a long ways in terms of being an ambassador, as you say.
Don’t get me wrong, starting out any new endeavor is scary. There are all sorts of unknowns. Taking it slow helps. When I started going to the fitness center, it was with my then bestie, a CIS woman that showed me a lot about myself and the world. She was the one that suggested the methods I still use when going to the club. And I was going as her guest at the time, so we were always together, other than the showers, obviously.
Not having to change at the club should make it easier. I still believe that confidence and “owning it” are big factors. Not arrogance or aloofness, but acting like you belong, because you do. And aside from the locker rooms and showers, nothing should be gendered. Just go and enjoy.