I'd explain humans can't change sex.
I'd explain all the horrendous side effects from taking cross-sex hormones (which are usually used in breast cancer treatment and male chemical castration) from infertility to osteoporosis.
I'd explain that creating a "neo vagina" involves turning your penis inside out and taking bits of your colon or stomach lining and attaching it, that even Jazz Jennings - who supposedly had the world's best surgeons - has had four operations to try and fix the damage that has been done to him, that the neo-vagina needs to be dilated every day for life to stop it healing up and that, despite all of that, it will never function like a real vagina. I'd explain that even if you manage to have a successful operation you may well still lose all ability to climax. (Imagine trying to make an accurate model vagina from Play Doh. Now imagine doing that with skin, while trying to navigate scar tissue and bacteria and thousands of nerve endings etc).
I'd explain that creating a "neo phallus" requires multiple skin grafts from the arm or other part of the body. I would show them pictures of the scarring. I would explain that even after numerous operations a neo-phallus doesn't work like a real phallus and the best you can hope for is inserting a pump into some neo-testicles and pumping them during intercourse to make the neo-phallus erect.
I'd explain that even after all those surgeries - each one involving general anaesthetic, which is in itself dangerous - and inviting a range of issues from infection to sepsis that can occur with any operation - you still haven't changed sex. You have modified your body. And you may still not feel happy in it. You may even feel worse.
I'd explain that there is no one universal feeling of "male" or "female" - that we each are stuck with and in our own bodies and that whatever we sew on or chop off doesn't really change that.
And then I would sit down with them and try and identify what was causing them to feel so uncomfortable in their own body and how we could think about making them feel better without surgery or chemicals.