What's the first step?  How do I address my therapist and GP?  Should I start with some pm?

If you feel comfortable talking with your therapist that would be great they can refer you to a gender specialist or depending on their background could get the process started and depending where you live you can always look for an informed consent doctor or planned parenthood.

What's the first step?  How do I address my therapist and GP?  Should I start with some pm?

Most people start with Herbs to "test the waters " so to speak. If you have these yearnings for breasts to make your self complete, herbs can do that.
Full HRT offers a much better feminising experience, if you feel that is the way you need to go, then talk to your therapist or Dr. Typically, they wont want you to go on PM..