Well, it's a long and difficult process. And depending on where you live, it can be very expensive.
Usually you should start by coming out to your family and friends, tell them how you feel and how you've felt throughout your life. After that, you have to see a psychologist for some time, who can help you sort things out and in some time they'll diagnose the gender dysphoria. From there, you have a number of options. You can start hormone therapy to feminize your body, and after some time you start living as a woman. In some places they advise you live as a woman for some time before being able to take hormones (that's what I had to do). After some time with hormone therapy, you can have your name legally changed and if you want it you can undergo gender reassignment surgery.
Of course every step is optional and everything depends on how strong your dysphoria is, how strong your discontent with your male physical body is. Some people decide not to go through hormones nor surgeries, yet they still live and identify as a woman.
If you are interested, you can send me a note and I can help you and further inform you privately (if you want).