Are you looking for more of "Gender Expression Variant" people such as the Transvestite Saints and women who cross-dressed to fight in wars, or are you looking more for actual cases of transgender people in history who would have had what modern psychologists have labeled "gender dysphoria."
It's important to differentiate between the many variations of gender expression across time and culture and the various cultural gender roles around the world and the actual expression of a desire to change genders. Because we have so much variation between how say...various Native American tribes and Samoans view gender and how the Romans, Chinese, South Asians (Indian Subcontinent), etc. view gender, it get's pretty tricky pretty quickly with determining who was just a woman that liked to wear pants and/or swing a sword or a guy who was just "effeminate" and someone who genuinely wanted to be the other gender and struggled with the emotional issues that came with it. "Historical Psychoanalysis" is super tricky and in many cases problematic since we don't often have the actual testimony of the individual and they are viewed through that cultures lens, especially the further we go back in time.
It's fine either way with what you're seeking to learn about as it really is a fascinating topic in both cases. One path shows us how we viewed gender and identity in the past, and the other explores how gender variant people navigated through societies and cultures that were often vastly different than ours.