I am 4 years post menopause, and it never occurred to me to visit a doctor! It was at my smear test a few months ago that the nurse recommended I see my doctor to see if HRT was required, and that happened last week. I am 49 (so menopause at 45).
The Drs advice was that had I visited earlier, then I would have (probably) automatically been put on HRT. However, it seems that the main benefit would have been to maintain bone density. Now, 4 years after my last period, it is too late to reverse any deterioration (which tends to happen at the actual point of menopause).
I have no history of osteoporosis in the family, and I have no other high risks factors (smoking, over weight, alcohol consumption etc) so the risk would seem to now be minimal.
The key advice for me now was to make sure I get plenty of calcium and also take vitamin D supplements through the winter.
Overall, I had hot flushes for around a year, and still get them occasionally. i have also had moderate (7kg) weight gain, which is harder to shift (or maybe I am just less bothered about shifting it). Other than that, I haven't found it hard at all.
So, yes, I've inadvertently gone through menopause without any HRT, and I think it has been OK.