No, you're not misreading it. That phrase is the truth. I'm more of a "femme trans" person and most find it odd. I'm being myself but others don't like it. What she says go along with the line "the right thing to do is the hardest thing" meaning being yourself is a difficult road up ahead
I think what she's saying is "Being yourself doesn't automatically mean you'll be happy" e.g. She wears lolita, but is unhappy because she think her crush, Maestro isn't into her because she wears lolita.