Honestly, the first step is to get to know yourself, not necessarily even in terms of gender. This takes time, and often involves trying new things (even if privately) and seeing if they feel like “you”. Gender is descriptive, not prescriptive - that means it describes who you are, not who you ought to force yourself to be. Sadly, finding a title for your gender is more difficult if your gender label is not popularly used in society.
Take me for example: my gender is best described as “nerd”, falling under the genderqueer umbrella. “Man” and “woman” are broad gender umbrellas too, with many sub-genders getting lumped in together under each. I worked this out for myself through trial and error, and lots of accepting that even those closest to me and who care about me didn’t know me as well as I know myself. I had to become brave enough to contradict others and tell them who I am.
I don’t recommend you go this alone (unless you operate best as a solitary being). My favorite group support is the Genderqueer Atheists on Facebook. Transgender Support is a group that may help you out as well. You can also look to your local LGBT Center for resources for gender minorities.
Above all else, trust yourself. If someone tells you something you “ought” to be feeling but you just can’t force yourself into feeling is right for you, believe your feelings are valid without needing a philosophical theoretical defense. Let others define themselves, and you define yourself.