There's the physical gender you have and the gender identity you feel you carry.
Example: though I, like all Touhou fans, wish to be the little girl, I'm content with just looking at womens' outfits and finding them attractive or cute (ask triangles, I have a huge thing for China because of her dress and Reimu's sleeves are awesome) but I have no desire to wear the clothes or carry a feminine gender. Blatantly stealing Keynes' scale of sexuality to adapt to gender, I'd put myself at 90% male, 10% female on a liberal estimate.
I do have one friend who is going through gender reassignment, male to female. It's not easy on her; I thought she was a guy when I first met her months before she was on the hormone therapy, despite a feminine face and hair. The second time we ran into each other was about 8 months later, and she definitely had breasts growing, she was wearing some makeup, and I knew firmly that she was a she.
Our mutual friend has told me about some of the stuff she's had to deal with. We're just careful with our pronouns around her. She's kinda upset that more people don't notice but I think she understands that not everyone notices initially.
I do support her decision, though, and while I'm secure in my gender and sexuality I personally see nothing wrong with questioning and exploring one's given physical and mental gender.
