Question. At what point during transition does a transgender person start to identify as male or female?

Not all transgender people transition if by that you mean complete sex reassignment surgery. Surely it varies from person to person; some will choose to identify as their preferred sex without undergoing any type of transition at all. As far as I know, the general rule for qualifying for sex reassignment is that one must live as the target sex for quite a long period first.

So identifying pretty much comes first.

Actual trans people will know better of course.