Perhaps you already know this, but I'd like to start out by saying that there is a difference between being "transgender" & "transsexual". If you are transsexual then you are transgender. But if you're transgender, that doesn't necessarily mean you're transsexual. You could be any one of a number of other things, some of which are talked about in other posts above.
Being transsexual basically means "feeling like" or "believing yourself to be" the opposite sex from the one you were born as. So you could be biologically male but "feel" female inside, or vice versa. And also, this is not an all or nothing thing, as many people (even trans people) assume. There is a continuum of transsexuality which runs from mild to, I'll say "thorough" (for lack of a better term.) And the impact of where a particular person falls on this continuum is different for genetic males & females. BTW, it is believed that about the same number of biological males & biological females are transsexual. However, being transsexual can be harder on biological males because it is socially more acceptable for females to adopt male attributes that it is for males to adopt female attributes.
It's also important to understand there is a difference between gender identity and sexual orientation. Gender identity is what you feel yourself to be: either male or female. Sexual orientation relates to which sex you're attracted to. Which sex you're attracted to does not necessarily say anything about your gender identity.
And one other point while I'm on the subject... if you're really transsexual... it does not go away. You won't get over it. If you're trans, you're trans for life. And so the sooner you figure this all out, the better. This doesn't necessarily mean that you have to do anything specific about it right away. You want to take it at whatever pace feels comfortable for you, once you've figured out what it is you need to do. But you do need to begin to address the issue. And to do this you need a competent therapist who is experienced in working with clients who are transgendered. A therapist who is not can do more harm than good.