My very first couple times doing it were definitely as a kid. I was really close to one of my cousins's and she was aware that i didn't feel like boy because she was the only one I trusted to tell at the time that wouldn't have hurt me or told my father. My brothers and I would have sleepover's with her and her sister regularly and when we did that should would allow me to dress in her stuff occasionally if we were at their house not ours. She, me, and her sister enjoyed dressing up in stuff similar to each other to match. My brother's loved to make us feel bad about that though.
If we're talking more adult-ish age my first time doing that was in like the 2011-2013 era while I was in my first college. I still lived with my parents because I went to college nearby but I didn't have to worry about my brothers as much either because while they were in college to they decided to go out-of-state and live on campus so they weren't around as much.