First and foremost, you need to acknowledge your sin and repent.
Its harmful to you, personally, for several reasons.
The one I believe is most relevant to our conversation is that it's a sin that puts you in spiritual jeopardy. Biblically, transgenderism is in the same category of homosexuality and the Bible is very clear that homosexuals, or variants thereof, will not inherit the kingdom of God.
I don't believe so. I believe that when we repent of our sin and receive Christ and submit to His Lordship, that brings joy and freedom, not depression.
You're already in bondage to your sin. Is repentance really worse than that?
Lots of people believe. The problem is that your previous post shows that, while you may have had a belief in God, you didn't understand the Gospel and it's the Gospel that is the mechanism by which God saves sinners.