OP, I seem to recall you saying you lived somewhere in Southeast Asia, and It's my understanding that laws and customs there can be very different than in the West. Like are you talking about becoming a hijra or something similar, or are you considering living as a trans woman in the Western sense, like Caitlyn Jenner, Janet Mock, MJ Rodriguez, and so on? I'm not from SE Asia and can't give much advice about it, but in all the Western countries I know of, being a trans woman is way, way more dangerous than being a cis man with a small penis. This is particularly true if people judge your femme-presenting self to be "non-passing," which is to say you look as if you've had a testosterone-fueled puberty at one point in your life. Many trans women choose to undergo years of painful and expensive treatments in order to undo or blunt the effects of their first puberty. (Testosterone is a hell of a drug.) Some get things like laser hair removal and breast augmentation to deal with gender dysphoria, but others just want to pass for cis so they won't get murdered on the subway. It happens: some whackjob gets a hard-on looking at a trans woman, and now he feels compelled to kill her because she "gave him the gay" or whatever.
Why would anyone "want" to be a Western trans person? I am one, and I have no idea. In my experience, it's not really a "want" kind of thing. It's the kind of thing you find out that you are, whether you like it or not. In my case, transitioning did not make me one crumb less depressed, but it does allow me to feel more authentic. This is me, the crazy old trans dude, and I don't feel like I have anything to prove about it. This situation is way, way better than constantly apologizing for all the ways I "failed" at trying to be a cis woman.
You might consider getting some inexpensive secondhand women's or unisex clothes that appeal to you. If you have any privacy at home, try wearing them there. Don't linger in front of a mirror tying to figure out if you look "good enough." Wear the outfit around the house doing the things you normally do. How does dressing in a more feminine or nonbinary way make you feel? Better? Worse? No change? You may not suddenly find the solutions to all your problems this way, but at least you might get some indication as to whether some kind of gender transition would be helpful for you.
By the way, the website transguysupply.com has a lot of packing gear in it (stuff to put down your pants to get a bigger bulge). You'll need to copy & paste that URL. I didn't make it a hotlink because the page it goes to has a lot of prosthetic dicks on it, and you don't necessarily want to explain prosthetic dicks to your 8-year-old cousin who's hanging over your shoulder, you know?
(For the record: I am a guy and my pronouns are "he" and "him." Trans men do exist, and I am one.)