Looks like we have a few things in common to start with i'm Roman Catholic also , and i knew i should have been a girl since i was 6 or 7, Since your just starting you should be able to hide this from your parents for the time being but sooner or late they'll start to notice the changes.
Telling my mother was the hardest thing i ever had to do and it didn't go over very well, Perhaps your therapist can help you out with how to break the news to your parents. But i don't think there is a easy way to do it if there is i wish someone had told me lol
I also had douts at first and was asking myself what the f are you doing this will never workout but i kept going looking back yeah i made mistakes and i proably hurt some people i never wanted too but today i'm very happy with my life

Jerseygirl Jen