Research indicates that gender identity forms in very early years. This is true for transgendered people as well as the 99+% of the rest of us that take for granted that our gender identity matches our physical sex.
The point is, someone doesn't just "decide" to become transsexual. They may decide to transition to their target gender, which means coming out and living as the gender that they identify as, but this transition would be meant to relieve years or decades of gender dysphoria. It's sometimes done as a last resort to suicide because obviously the discrimination, emotional/social difficulties, legal difficulties, economic cost, and medical challenges are a huge journey that nobody would rationally want to face if given a better alternative.
For example I knew someone in high school that transitioned from female to male. But he felt from the time he was very little that he was male and was suicidally depressed until he transitioned, although he put up a pretty good facade through school. I speculated that she (now a he) was a lesbian or something but didn't really know at the time. He hid his identity and identified as a woman until like age 20 or so, when he came out as having a male gender identity. I don't know if he did cross dressing to act as a male alone while he was still a female or not, but he wasn't publicly male. After transitioning it was no longer a secret; he identified as male, looks male, acts socially male (which he basically already did anyway), and is much happier.