Know your financial state. Also make sure that you can afford to support yourself, just in case transitioning at your current job doesn't work out. Be optimistic, but always have a Plan B just in case. Hopefully you won't need it, but if you do you'll be very glad you did. Make sure you have the support of friends and family.
Transition can be an extremely difficult and stressful process - doing so on the job even more so.
Don't go it alone. Get a copy of any recent performance evaluations. This is critical. The time to transition on the job is not when you have been doing a less than stellar job. To put it bluntly, if there is any question of your value as an employee before your transition, your chances of getting support from management is slim.