Does one have to undergo surgery and hormonal therapy to be a trans woman? Can one change their mind about whether they are a man or a woman whenever they want

Does one have to undergo surgery and hormonal therapy to be a trans woman? Can one change their mind about whether they are a man or a woman whenever they want? Which is the third party who should have the right to judge if you are a man or a woman? Can a male self identify as a female when they wish and enter a women competition?