I agree that one who thinks they are trans should definitely talk to a gender-knowledgable therapist to explore it.

One thing that definitely should have been a clue to me that I am transgender is the sheer amount of thought I gave to it all my life.  Most cisgender people don't question their gender to any great degree, it simply never occurs to them; alternately, transgender folk often think everyone questions it and don't think that's unusual.  If you find yourself thinking about it, daydreaming about it or feeling genuine envy for the other AGAB (assigned gender at birth) then it's something you should seriously consider.  (There are other signs for non-binary types and other gender identifications, but I'm talking about transfeminine- and transmasculine-types here.)

In my particular case, when I was three or four I told my mom I wanted to be a girl just like her when I grew up.  I was pretty gender non-confirming up to about age eight, but by then my parents, school and society beat it out of me (in literal and figurative senses).  I committed the dread mistake of confusing "want to be" with "want to be with" with women all the time when I got older; the type I was drawn to is actually who I would want to be, but oddly, the women I was attracted to were almost always a) very dominant personalities because I am a more demure one, and/or b) end up being queer themselves in the end.  I had my actual girl name decided at age fifteen or sixteen sitting in the library in high school while daydreaming about how I saw myself as a girl.  I could go on and on, but these are easy to see and relate to.

Of course, not every trans person has these, but I can definitely say the more you ruminate on your gender and role and feel uncomfortable in many aspects of the one handed to you... well, you ought to be seeking the help of a professional to untangle that web.

One thing:  most transfolk don't seem to change their attraction (although some do become more honest with themselves about being attracted to more things that felt taboo before).  Some do find their attractions change on hormones, of course, but for the most part it seems if you are attracted to a given set of attributes before transition, that remains the same afterwards.  Technically, that changes your sexuality (if you were heterosexual before transition, it kind of makes you a lesbian once you start to transition), but only in label.  You're still you under there, and I think a lot of people resist transitioning over things like that.