I mean that's the rub. Most of us can probably emphasize somewhat with the "I don't feel right in my own skin" feeling but we aren't literally "in the wrong body" and they didn't wake up one morning suddenly the opposite sex of what they've always been.

I think the biggest problem is self acceptance. I just accept myself as myself and see no reason to make drastic changes to myself in order to be happy. If by some magic I was the opposite sex it would probably be mentally distressing to come to terms with it, but I'd have the same mentality, it is what it is so just deal with it.