These are mostly based on my experiences, and YMMV appropriately, but here we go:

"So you're a <crossdresser/transvestite>."

Crossdressers and transvestites dress up as women for fun or even get pleasure out of it, but they're still men, and I'm not a man.

"You're becoming someone else."

No, I'm becoming me. Period.

"How do you possibly know this is right for you? Being a man is all you've ever known."

I know me better than anyone else. You have to trust that I know who I am. I feel it deep down. I mean, how do you know you're <gender>, if you put aside your anatomy, clothing, social roles, etc.? You just...know.

"Is it just a phase?"

No. <I've felt it all my life/I feel it deep down/I know something is very wrong>, and I don't see it ever going away if I don't do anything about it.

"Is this because of something I did, or said?" (Or: "Are you being pressured into this? Is it because of your friends?" etc.)

Absolutely not. This is just me. It's who I am, and it's hardly a choice at all. Nobody can force someone to be trans, and honestly, transition is so hard I don't see why anyone would want to on a whim or just to fit in. That doesn't make sense.

"I just can't understand this. I have no idea what you're feeling."

Most people never do feel this. For most people, their gender and sex checks out, and they have no reason to ever feel anything other than normal about their gender. When it doesn't check out...

"I feel like I'm losing my son."

Well...I'm still the same person. And I will be even more that person once you can see me on the outside, too. (This is a tough one. It's not unreasonable that parents who think this way might need some time to "grieve" and might not accept you as their daughter for a while - I would avoid referring to yourself as their daughter until they come around.)